Scott,
You might find that xtgls or xtpcse would handle circumstances
of autocorrelation with heteroskedasticity.
- Bob Yaffee
Robert A. Yaffee, Ph.D.
2100 Linwood Avenue
Apt 19-W
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
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----- Original Message -----
From: Scott Merryman <[email protected]>
Date: Thursday, April 28, 2005 9:54 pm
Subject: st: RE: autocorrelation
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> > [email protected]] On Behalf Of Thushyanthan Baskaran
> > Sent: Thursday, April 28, 2005 6:07 AM
> > To: [email protected]
> > Subject: st: autocorrelation
> >
> > Hi All,
> >
> > First of all I've to apologize for beeing a novice to STATA :).
> However,> I already have a question:
> > I'm trying to estimate a gravity model with panel data. I've used
> the> xtserial command to check for serial correlation and found
> that the null
> > of no serial correlation was rejected. Heteroscedasticity is
> present,> too. Now I would like to know if it is possible to
> control for both. The
> > xtreg doesn't seem to have some kind of robust option.
> <snip>
>
> In Stata 9 -xtreg- allows robust and cluster options. See
> http://www.stata.com/help.cgi?xtreg
>
>
> Scott
>
>
>
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>
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