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Re: st: panel regressions with serial correlation in error


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel regressions with serial correlation in error
Date   Sun, 13 Nov 2005 22:42:47 -0000 (GMT)

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

or xtivreg2

> And how about using the Stata help command or the manuals?
>
> A brief search in these sources would have located these procedures.

Indeed, as would -findit panel autocorrelation- from within Stata.

--Mark

> 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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