Hi, I performed 3SLS estimation and I would like to test the autocorrelation of the disturbances in individual equations (two equations in 3SLS model),
however no test commands from http://www.stata.com/manuals13/rregr...timeseries.pdf work for me (estat dwatson, estat bgodfrey,..).
This error always occurs:"subcommand estat dwatson is unrecognized... requested action not valid after most recent estimation command; This message can
be produced by predict or test and indicates that the requested action cannot be performed", is is possible somehow to adjust the test statistic for 3SLS?
Thx, DB
however no test commands from http://www.stata.com/manuals13/rregr...timeseries.pdf work for me (estat dwatson, estat bgodfrey,..).
This error always occurs:"subcommand estat dwatson is unrecognized... requested action not valid after most recent estimation command; This message can
be produced by predict or test and indicates that the requested action cannot be performed", is is possible somehow to adjust the test statistic for 3SLS?
Thx, DB
