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st: TSCS with ordinal dep. variable and serial correlation
I am trying to analyze a dataset where the dependent variable is
ordinal, five categories. The dataset is TSCS and has observations for
57 countries over 29 years. There is a lot of serial correlation in the
model centered around the dependent variable which trends upward.
I have been using the reoprob command by Guillaume Frechette to run the
model, but have not found much literature on best ways to get rid of the
autocorrelation in a maximum likelihood model. Adding time dummies
reduces, but does not eliminate, the problem.
Has anyone else dealt with this? Any suggestions for me?
Michael L. Hess
University of New Orleans
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