You can look at -xtdata, fe- transformation, and then run -newey,
nocons- on it. The help file for -newey2- says it does run with panel
data, although, as far as I can recall, there might be some issues
with running it that way.
On 4/9/07, [email protected] <[email protected]> wrote:
Hi
I have sent a question but did not get any answer. I need to correct serial
correlation in fixed effect model. as far as I understand newey2 cannot work
in fixed or random effect model. Is it right? Is there any command in stata to
correct for serial correlation in stata?
--
Stas Kolenikov
http://stas.kolenikov.name
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
