Residual diagnostics for cross-section time series regression models Report as inadecuate




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These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation in the context of a regression model fit to pooled cross-section time series (xt) data.

Keywords: fixed effects ; groupwise heteroskedasticity ; contemporaneous correlation

Subject(s): Research Methods/ Statistical Methods

Issue Date: 2001

Publication Type: Journal Article

DOI and Other Identifiers: st0004 (Other)

PURL Identifier: http://purl.umn.edu/115940 Published in: Stata Journal, Volume 01, Number 1 Page range: 101-104

Total Pages: 4

Record appears in: Stata Journal





Author: Baum, Christopher F.

Source: http://ageconsearch.umn.edu/record/115940?ln=en







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