Residual diagnostics for cross-section time series regression models
Baum, Christopher F.
2001

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Abstract

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.

Details

Title Residual diagnostics for cross-section time series regression models
Keywords
Author(s) Baum, Christopher F.
Subject(s)
Issue Date 2001
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.115940
st0004 (Other)
Record Identifier https://ageconsearch.umn.edu/record/115940
PURL Identifier http://purl.umn.edu/115940
Published in Stata Journal
Volume 01
Issue 1
Page Range 101 - 104
Total Pages 4
Record Appears in Stata Journal

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