Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: IVREG2 and AR(1) Correction

From   Mark Schaffer <>
To, John A Karikari <>
Subject   Re: st: IVREG2 and AR(1) Correction
Date   Mon, 01 Dec 2003 21:53:50 +0000 (GMT)


We have a version of ivreg2 that handles autocorrelation and panels.  It's 
waiting for a few tweaks before it goes out (promised to the list a while 
ago ... apologies, Listers).  If you contact me off-list I can send you a 
working version.


Quoting John A Karikari <>:

> I am using the IVREG2 procedure to estimate a panel model with
> instruments and clusters.  The procedure does not have an AR(1)
> correction, but test indicates that the residuals are AR(1).  I'll
> appreciate any insights.  Thanks in advance.
> *
> *   For searches and help try:
> *
> *
> *

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008


This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed.  If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail.  In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail.  Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail.  Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
*   For searches and help try:

© Copyright 1996–2023 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index