Work

Residual Diagnostics for Cross-section Time Series Regression Models

Year: 2001

Type: article

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.

Source: The Stata Journal Promoting communications on statistics and Stata

DOI: 10.1177/1536867x0100100108

Author: Christopher F. Baum

Institution: Boston College

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1581526203

FWCI: 0.818

Cites: 1

Cited by: 405

Related to: 10