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  • autocorrelation and heteroskedasticity test after xtpmg (pooled mean group estimation)

    I have run pooled mean group estimation (PMG) on a panel data using xtpmg. However, i could not find method to test for autocorrelation and heteroskedasticity from my results. In case, if there is autocorrelation and heteroskedasticity in pmg estimation, how do we remove them? I shall be grateful, if somebody can help me.

    Best regards,
    Ghalib

  • #2
    Please re-post in the General sub-forum. This is the forum for Mata-related issues. (Welcome to the Forum. Please re-read the FAQ.)

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    • #3
      Sorry for posting in the wrong forum Mr. Jenkins. It was a mistake.

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