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st: Fixed Effects Panel Regression with correlation between panels
I have a panel data set and would like to run a fixed
regression (different constants for each panel)
correlation between the error structure of each panel.
It seems that
xtreg, fe does not allow for this. Is xtgls the
to use, i.e. does it implicitly estimate a fixed
effects model? (I am guessing it does not and simply
restricts to constant to be equal for all individuals
insights would help.
Thanks in advance.
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