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st: (dynamic) panel model with heteroskedasticity and spatial autocorrelation


From   Viktor Slavtchev <viktor.slavtchev@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: (dynamic) panel model with heteroskedasticity and spatial autocorrelation
Date   Wed, 19 Dec 2007 23:19:14 +0100

Dear Statalisters,
I am trying to estimate panel model with heteroskedasticity and spatial autocorrelation.
Hence, two questions:
1) Could -xtpcse- be a solution for such a case?
2) What could be the proper estimator if we change the setting a bit and try to estimate the same model we lagged dependent variable (rather dynamic panel model with heteroskedasticity and spatial autocorrelation that static one)?
Thanks a lot
Viktor
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