clustered robust standard errors and noise in residual plot

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RheaMaria
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Joined: Fri Jan 09, 2015 5:35 pm

clustered robust standard errors and noise in residual plot

Postby RheaMaria » Thu Jan 29, 2015 5:44 pm

Hi All,

I have estimated a fixed effects regression and am using cluster-robust standard errors (cluster by cross-section) for within cluster heteroskedasticity and serial corrrelation. As I am writing a paper and need to demonstrate as much as of my methods as possible, I was wondering if the heteroskedastic and autocorrelation effects would be visible as noise in the residual plots? This is because there is no built in Breusch-Pagan or Breusch-Godfrey test for panel data.

Would really appreciate the help.

Rhea

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