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st: IVREG2 and AR(1) Correction


From   "John A Karikari" <KarikariJ@gao.gov>
To   "<"<statalist@hsphsun2.harvard.edu>
Subject   st: IVREG2 and AR(1) Correction
Date   Mon, 01 Dec 2003 15:01:29 -0500

I am using the IVREG2 procedure to estimate a panel model with
instruments and clusters.  The procedure does not have an AR(1)
correction, but test indicates that the residuals are AR(1).  I'll
appreciate any insights.  Thanks in advance.

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