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st: xtivreg, re: Autocorrelation & heteroscedasticity
From
Sportökonomie <[email protected]>
To
[email protected]
Subject
st: xtivreg, re: Autocorrelation & heteroscedasticity
Date
Tue, 12 Nov 2013 22:10:18 +0100
Dear Statalist,
I am working with a random effects panel regression including 200+
observations. My model does also include instrumental variables
(xtivreg, re).
How can I (a) test, and (b) adjust my model for autocorrelation and
heteroscedasticity?
Thanks in advance,
Marc
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