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st: SUR and autocorrelation,
From
Andres Susaeta <[email protected]>
To
[email protected]
Subject
st: SUR and autocorrelation,
Date
Thu, 23 Sep 2010 09:33:20 -0400
Dear Stata listers,
Anyone know how to correct for autocorrelation in SUR models?. I
performed Durbin Watson test and found that in 3 equations (4
equations total) , the disturbances are positively autocorrelated.
Best
Andres
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