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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: PCSE for Cochrane Orcutt |
Date | Thu, 30 Aug 2012 09:28:16 +0100 |
That's the point, precisely. See also http://www.stata.com/statalist/archive/2012-08/msg01293.html Nick On Thu, Aug 30, 2012 at 8:40 AM, Mack, Alexander <Alexander.Mack@gesis.org> wrote: > > Sorry but I have not been able to find anything fitting. Could you provide me with a citation, link or journal name? Maarten Buis > On Thu, Aug 30, 2012 at 9:12 AM, Mack, Alexander wrote: >> I am currently estimating a TSCS model which has major issues with serial correllation. Following the advice of Beck and Katz (2009) > > Please read Cox (2012) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/