Residual diagnostics for cross-section time series regression models

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.


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

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 Record created 2017-04-01, last modified 2017-08-26

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