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Re: st: PCSE for Cochrane Orcutt


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: PCSE for Cochrane Orcutt
Date   Thu, 30 Aug 2012 09:28:16 +0100

That's the point, precisely. See also
http://www.stata.com/statalist/archive/2012-08/msg01293.html

Nick

On Thu, Aug 30, 2012 at 8:40 AM, Mack, Alexander
<Alexander.Mack@gesis.org> wrote:
>
> Sorry but I have not been able to find anything fitting. Could you provide me with a citation, link or journal name?

Maarten Buis

> On Thu, Aug 30, 2012 at 9:12 AM, Mack, Alexander wrote:
>> I am currently estimating a TSCS model which has major issues with serial correllation. Following the advice of Beck and Katz (2009)
>
> Please read Cox (2012)
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