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Re: st: Want to run xtreg with AR(1) autocorrelation allowed
From
Caleb Southworth <[email protected]>
To
[email protected]
Subject
Re: st: Want to run xtreg with AR(1) autocorrelation allowed
Date
Tue, 2 May 2006 12:08:30 -0700 (PDT)
On Tue, 2 May 2006 [email protected] wrote:
:I can use the xtreg, cluster() to capture the group effect
:but I still need to account for the autocorrelation of the
:error terms (AR(1)). Can somebody please tell me how I
iis state
tis year
xtregar Y X
or
xtgls Y X, corr(ar1)
And see man pages for many alternative specifications.
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