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st: how to estimate unbalanced panel with groupwise heterokedasticity, first-order autocorrelation and cross-sectional autocorrelation
From
king <[email protected]>
To
[email protected]
Subject
st: how to estimate unbalanced panel with groupwise heterokedasticity, first-order autocorrelation and cross-sectional autocorrelation
Date
Wed, 6 Nov 2013 16:32:17 -0500
Hi Statalist,
I have an unbalanced panel with significant groupwise
heterokedasticity, first-order autocorrelation and cross-sectional
autocorrelation.
Any one could help which estimation method could be employed in this case?
Thank you very much in advance.
Feng
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