Residual diagnostics for cross-section time series regression models

Christopher Baum ()

Stata Journal, 2001, vol. 1, issue 1, pages 101-104

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. Copyright 2001 by Stata Corporation.

Keywords: fixed effects; groupwise heteroskedasticity; contemporaneous correlation (search for similar items in EconPapers)
Date: 2001
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