[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: panel regressions with serial correlation in error
> 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.
Indeed, as would -findit panel autocorrelation- from within Stata.
> Dave Jacobs
> At 04:12 PM 11/13/2005, you wrote:
>>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?
This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
* For searches and help try: