I'm running a simultaneous equation model (three equations) on a time series dataset using
reg3 in Stata.
Some colleagues are concerned that the problem of autocorrelation may be present.
reg3, I used lmareg3 to test autocorrelation and obtained the following results,
My questions are 1) does the above result suggest that autocorrelation is present? 2) how to correct autocorrelation when using
vce(robust) when using