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st: XTIVREG: Robust & AR(1)


From   "John A Karikari" <KarikariJ@GAO.GOV>
To   "<"<statalist@hsphsun2.harvard.edu>
Subject   st: XTIVREG: Robust & AR(1)
Date   Wed, 25 Sep 2002 09:03:04 -0400

How can I deal with heteroscedasticity and autoregression (1)using IV
for panel data? 
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