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st: testing first-order autocorrelation correction


From   Edward James <ej111005@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing first-order autocorrelation correction
Date   Wed, 8 Feb 2012 23:31:35 +0900

Dear Statalist.

Hi, I am trying to use Time-series-cross-section data(19 oecd
countries and 28 years).
I am supposed to use an OLS-PCSE AR(1) model for my data.
To test first-order autocorrelation correction, I used commands
-dwstat- and -durbina2-, but an "sample may not include multiple
panels" message popped up.

Do you have any idea to solve this problem?

Thanks.
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