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Re: st: panel regressions with serial correlation in error


From   David Jacobs <jacobs.184@sociology.osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel regressions with serial correlation in error
Date   Sun, 13 Nov 2005 16:52:52 -0500

Check out "xtregar" or "xtgls" or xtpcse."

And how about using the Stata help command or the manuals?

A brief search in these sources would have located these procedures.

Dave Jacobs

At 04:12 PM 11/13/2005, you wrote:
dear all
i am running a set of panel regressions with both country and time fixed effects, and the xtserial command tells me that my residuals have serial correlation. does anyone know whether stata has a command that would allow me to run my fixed effects regressions, but with the standard errors corrected for serial correlation?
thanks
deep


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