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st: xtlsdvc and robust variance etimates


From   <gaetano.coletta@casaccia.enea.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtlsdvc and robust variance etimates
Date   Thu, 23 Jun 2005 19:05:57 +0200

Dear statalist users,
is there a way to obtain robust variance estimates using xtlsdvc to regress a dynamic panel model?

Thanks,
Gaetano.
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