Check out "xtregar" or "xtgls" or xtpcse."
And how about using the Stata help command or the manuals?
A brief search in these sources would have located these procedures.
Dave Jacobs
At 04:12 PM 11/13/2005, you wrote:
dear all
i am running a set of panel regressions with both country and time
fixed effects, and the xtserial command tells me that my residuals
have serial correlation. does anyone know whether stata has a
command that would allow me to run my fixed effects regressions, but
with the standard errors corrected for serial correlation?
thanks
deep
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