AW: st: heteroskedasticity and autocorrelation in GLS

[rado645-bg@yahoo.de]

I assume you use xtgls: panels(heteroscedastic) as well as 1)corr(ar1) or 
2)corr(psar1) depending if you want to use:  1)AR1 autocorrelation structure or 
2)panel-specific AR1 autocorrelation structure.



----- Ursprüngliche Mail ----
Von: alfredo jimenez palmero <alfredojimenezpalmero@hotmail.com>
An: statalist@hsphsun2.harvard.edu
Gesendet: Mittwoch, den 20. Juli 2011, 11:54:55 Uhr
Betreff: st: heteroskedasticity and autocorrelation in GLS



Dear Stata users,

First of all my apologies for posting again, yesterday I forgot to add the topic 
so I guess not many people will read it. My question was, how do I control for 
heteroskedasticity and autocorrelation in GLS panels?

Thank you in advance

Alfredo                           
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