st: Hetero and AR1

From	Matthieu Boussichas <m.boussichas@u-clermont1.fr>
To	statalist@hsphsun2.harvard.edu
Subject	st: Hetero and AR1
Date	Tue, 04 Apr 2006 19:17:29 +0200

Hi everybody,

i would like to make a estimation with panel data (unbalanced), with heteroskedasticity and autocorelation.
Should i use xtgls, xtregar, prais, prais with corc, or other ... ? What is the best ?

Thanks

boussichas matthieu

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