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st: General Robust Standard errors for hetroskedasticity and Serial Correlation
From
Joseph Kwan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: General Robust Standard errors for hetroskedasticity and Serial Correlation
Date
Wed, 7 Aug 2013 15:41:56 +0000
Hi all,
I wonder if the robust command specify robust standard errors for serial correlation and hetroskedasticity?
If I do not know what the cluster variable should be, should I use the robust command instead for general form of hetroskadasticity and serial correlation?
So my question is vce(robust) or just robust?
Which one accounts for both hetroskedasticity and Serial Correlation?
Thanks
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