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st: AR(4) in xtreg, fe


From   Hobst <tobias.friedli@access.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: AR(4) in xtreg, fe
Date   Mon, 16 Aug 2010 03:47:08 -0700 (PDT)

Hello

I have panel data with AR(4) error process. if i use -xtreg, pa i can
specify the option corr(ar 4). is it possible to specify the error
correlation to be Ar(4) in -xtreg, fe too?

thank you for your help.

Regards. Toby
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