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
Best regards,
Ghalib
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