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st: Xtgls and autocorrelation


From   "Joao Pedro W. de Azevedo" <jazevedo@provide.com.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Xtgls and autocorrelation
Date   Sat, 8 May 2004 15:14:35 +0100

Dear Statausers,
I'm using xtgls to estimate a balanced panel with eleven observations over
46 equaly spaced time periods. I would like to know what criteria I should
use to decide among AR(1) or Panel-specific AR(1) autocorrelation.
Any help reference will be much appreciated.
Many thanks,
JP

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