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Re: st: XTREGAR


From   Gerhard Kempkes <Gerhard.Kempkes@tu-dresden.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: XTREGAR
Date   Sat, 4 Mar 2006 14:54:18 +0100

Thanks!

Zitat von Austin Nichols <austinnichols@gmail.com>:

> These questions were
> answered by David M. Drukker
> Feb 28, 2006 3:06 PM.
> 
> On 3/3/06, Gerhard Kempkes <Gerhard.Kempkes@tu-dresden.de> wrote:
> > Hi,
> >
> > I am working with a long narrow panel (fixed effects) and had to
> > remove serially correlated errors with xtregar.
> >
> > Now, there remain two questions after having read the
> > xtregar chapter in Stata manual xt:
> 
> *
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> 


--------------
Gerhard Kempkes

TECHNISCHE UNIVERSITÄT DRESDEN
Lehrstuhl für Volkswirtschaftslehre, insbesondere
Empirische Finanzwissenschaft und Finanzpolitik

gerhard.kempkes@tu-dresden.de
fon +49 351 463-39722
fax +49 351 463-31925
*
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*   http://www.ats.ucla.edu/stat/stata/



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