Thanks Clive
I just wonder if I want to estimate a fixed effects model with ar(1) and
accounting for heteroskedasticity, I should use xtgls as follows
xtgls dep.var indep.var indi.dummies, force p(corr)
is that correct?
Toni
>>> [email protected] 05/25/04 11:57 PM >>>
Antonio Rodrigues Andres wrote:
> I tried
> xtgls y x1 x2 x3, force p(corr)
> but it appears the message
> panels must be balanced
>
> what is wrong?
Try:
. xtgls y x1 x2 x3, c(p) force
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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