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st: contemporaneous correlation in panel models

From   "Mark Gasiorowski" <>
To   <>
Subject   st: contemporaneous correlation in panel models
Date   Sat, 10 Aug 2002 12:09:46 -0500

correlation in a panel model.  I am estimating this model on an
unbalanced dataset where the number of units is much larger than
the number of time points, so I cannot use FGLS or PCSE models to
deal with contemporaneous correlation.  Does anyone know how I
can do such a test, either in LIMDEP or in Stata?  Also, I do not
have a good feel for how much and what sort of a problem
contemporaneous correlation poses, so I would appreciate learning
of any citations that might discuss it in detail.  Thanks.

Mark Gasiorowski
Department of Political Science
Louisiana State University
Baton Rouge, LA 70803  USA
Phone: (225) 578-2550

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