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

Re: st: panel regressions with serial correlation in error


From   "Mark Schaffer" <[email protected]>
To   [email protected]
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
>>
>>



__________________________________________________________________

DISCLAIMER:

This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
__________________________________________________________________

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index