Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: PCSE for Cochrane Orcutt

From   "Mack, Alexander" <>
To   "" <>
Subject   st: PCSE for Cochrane Orcutt
Date   Thu, 30 Aug 2012 07:12:37 +0000

Dear Statalisters,

I am currently estimating a TSCS model which has major issues with serial correllation. Following the advice of Beck and Katz (2009) I estimated a Cochrane Orcutt regression (via prais with corc) with a lagged dependent variable in order to deal with autocorrelation. The results are promising however I would like to estimate panel corrected standard errors for this model. However I can not find a command which will accomplish this for me and am unable to calculate them manually. Any suggestions or help would be greatly appreciated.



*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index