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st: xtregar and hetero

From   Martin Linde-Rahr <[email protected]>
To   [email protected]
Subject   st: xtregar and hetero
Date   Mon, 28 Apr 2003 15:35:12 +0200

Dear all,

As I understand, it is not possible to correct for heteroscedasticity in xtregar (re). Has anyone written a program to takes care of both AR(1) and heteroscedasticity in a re model and can please share their developments with me? If so, I would be very grateful.



Martin Linde-Rahr
Ph D
Department of Economics
University of Gļæ½teborg
Box 640 SE-405 30 Sweden
Fax: +31 7734154
Phone: +31 7734064
Mobile: 0708-135611
Email: [email protected]
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