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. Copyright 2001 by Stata Corporation.

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Year of publication:	2001
Authors:	Baum, Christopher
Published in:	Stata Journal. - StataCorp LP. - Vol. 1.2001, 1, p. 101-104
Publisher:	StataCorp LP
Subject:	fixed effects \| groupwise heteroskedasticity \| contemporaneous correlation

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005450167