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Re: st: some more questions on panel regressions


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, Indradeep Ghosh <indradeepg@hotmail.com>
Subject   Re: st: some more questions on panel regressions
Date   Sun, 21 Nov 2004 16:04:52 +0000 (GMT)

Indradeep,

Quoting Indradeep Ghosh <indradeepg@hotmail.com>:

> hi all
> thanks for the responses to my earlier post on "two way error
> components 
> model"
> i have two questions :
> 1) why does stata not allow the robust option with any of the XTREG
>  commands? must i use XTGLS? my only problem with using XTGLS is that
> if i  have a fixed effects specification, i lose too many degrees of
> freedom for XTGLS to work

-areg- will do fixed effects estimation with robust or cluster options.

--Mark

> 2) does stata offer unit root and cointegration tests for panel data?
> thanks again
> deep
> 
> 
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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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