Mark Schaffer wrote:
> I just looked at -xtpcse- and it looks like you can't get it to
> generate OLS coefficients and SEs that allow for autocorrelation (or,
> more precisely, I couldn't get it to do it). As soon as the
> corr(ar1) option is specified, the coefficients reported become Prais-
> Winsten.
[...]
Another problem with using -xtpcse- (unless, of course, this has been
rectified) is that you cannot test for the significance of -rho- once you
have your output. There was a query on this over a month ago, but nobody
had a solution (including me!).
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