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st: about autocorrelation in regression


From   rghuang <0034058@fudan.edu.cn>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: about autocorrelation in regression
Date   Wed, 18 Feb 2004 22:31:09 +0800

if i wanna to regression y with x1 x2 x3,and the residuals are autocorrelation.if the data is time series data,maybe i can use arima model or use -praise-,-newey- to deal with this situation,but if my data is cross-setional data ,what should i do ? thank you for any help !


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