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st: Panel data and autocorrelation (2)


From   D Jimenez Rubio <djr109@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel data and autocorrelation (2)
Date   Wed, 18 Jun 2003 09:44:58 +0100

Hello,
In first place, thanks to all of you for your useful comments. In second
place, I would like to make two more queries: 
1. what is the sense of having a command xtregar, .. re (that corrects
for AR1) when the random effects model is a GLS estimator and can itself
correct for heteroskedasticity and autocorrelation?
2. Does anyone know where can I find the critical values for the Baltagi
LBI test and for the modified Bhargava et al. Durbin-Watson tests that
accompany the command xtregar?

Thanks a lot,

Dolores

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