correlation in a panel model. I am estimating this model on an
unbalanced dataset where the number of units is much larger than
the number of time points, so I cannot use FGLS or PCSE models to
deal with contemporaneous correlation. Does anyone know how I
can do such a test, either in LIMDEP or in Stata? Also, I do not
have a good feel for how much and what sort of a problem
contemporaneous correlation poses, so I would appreciate learning
of any citations that might discuss it in detail. Thanks.
Mark Gasiorowski
Department of Political Science
Louisiana State University
Baton Rouge, LA 70803 USA
Phone: (225) 578-2550
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