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hi,

Thank you for your response.
I don't think any of this is the case. I use country names for unstacking.
I have attached the workfile I'm using. id01 = country and id02 = dateid in my case.

thank you in advance

hi,

I've tried to do this test (adapted to my workfile) and it always gives me the same error message when I try to unstack the residuals:
'series sepecified for unstacking does not have valid values for forming series name'
What do I do wrong?

thank you,

Does this mean that you don't have to test for heteroskedasticity and autocorrelation when using panel data or do you need to use the same tests as you would for cross-section data and time series?

Thanks,

Hello,

I have the same problem. I try to reason which is most logical to use (I have countries as crossections so fixed effects) but I estimate both to see if it would lead to a different conclusion and test for robustness.

Good luck,