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st: Heteroskedasticity and autocorrelation in non-stationary panel


From   "Terzopoulou, Eleftheria" <et268@exeter.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Heteroskedasticity and autocorrelation in non-stationary panel
Date   Thu, 16 Jun 2011 14:01:09 +0100

Dear Statalisters,

How can I correct both heteroskedasticity and autocorretion of order 4 in panel (linear model) with non-stationary variables?

Thank you
Elli

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