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st: xtgls

From   "Guest g2inst" <>
To   "<"<>
Subject   st: xtgls
Date   Mon, 24 Nov 2003 15:37:38 +0100

Dear Stata users,
I am trying to figure out how to take into account spatial correlation in a panel data estimation with an unbalanced panel.

If I write xtgls with the option p(corr) Stata cannot compute it.

Do you have any suggestion?How serious could it be to do not take into account 
cross equation linkages?Is there a test for cross-equation linkages?
Thank you very much.

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