Indradeep,
Quoting Indradeep Ghosh <[email protected]>:
> hi all
> thanks for the responses to my earlier post on "two way error
> components
> model"
> i have two questions :
> 1) why does stata not allow the robust option with any of the XTREG
> commands? must i use XTGLS? my only problem with using XTGLS is that
> if i have a fixed effects specification, i lose too many degrees of
> freedom for XTGLS to work
-areg- will do fixed effects estimation with robust or cluster options.
--Mark
> 2) does stata offer unit root and cointegration tests for panel data?
> thanks again
> deep
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
