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AW: st: heteroskedasticity and autocorrelation in GLS
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AW: st: heteroskedasticity and autocorrelation in GLS
Date
Wed, 20 Jul 2011 21:28:53 +0100 (BST)
I assume you use xtgls: panels(heteroscedastic) as well as 1)corr(ar1) or
2)corr(psar1) depending if you want to use: 1)AR1 autocorrelation structure or
2)panel-specific AR1 autocorrelation structure.
----- Ursprüngliche Mail ----
Von: alfredo jimenez palmero <[email protected]>
An: [email protected]
Gesendet: Mittwoch, den 20. Juli 2011, 11:54:55 Uhr
Betreff: st: heteroskedasticity and autocorrelation in GLS
Dear Stata users,
First of all my apologies for posting again, yesterday I forgot to add the topic
so I guess not many people will read it. My question was, how do I control for
heteroskedasticity and autocorrelation in GLS panels?
Thank you in advance
Alfredo
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