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The Stata Journal
Volume 1 Number 1: pp. 101-104



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Residual diagnostics for cross–section time series regression models

Christopher F. Baum
Boston College
baum@bc.edu
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.
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