Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: How to use IV and control for autocorrelation in panel data


From   Wen Wang <wenwang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to use IV and control for autocorrelation in panel data
Date   Thu, 3 Mar 2005 23:33:15 -0500

Hi,

I am working on a panel data and trying to use xtivreg to control for
endogeneity of one variable in the model. After runnig xtserial test,
I find there is first order serial correlation AR(1). My question is
how to control for autocorrelation and/or heteroskedasticity when I
use instruments as well for panel data analysis in Stata? Thanks a lot
for your help?

Wen
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index