help xtgls
also,
findit xtivreg2
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Apr 9, 2007, at 2:33 AM, statalist-digest wrote:
I have sent a question but did not get any answer. I need to
correct serial
correlation in fixed effect model. as far as I understand newey2
cannot work
in fixed or random effect model. Is it right? Is there any command
in stata to
correct for serial correlation in stata?
*
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