st: xtlsdvc and robust variance etimates

From	<[email protected]>
To	[email protected]
Subject	st: xtlsdvc and robust variance etimates
Date	Thu, 23 Jun 2005 19:05:57 +0200

Dear statalist users,
is there a way to obtain robust variance estimates using xtlsdvc to regress a dynamic panel model?

Thanks,
Gaetano.
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Follow-Ups:
- st: xtfrontier for Batesse-Coelli (1995) model.
  - From: "V. Sarafidis" <[email protected]>
- Re: st: xtlsdvc and robust variance etimates
  - From: Giovanni Bruno <[email protected]>

References:
- st: Re: RE: RE: RE: time random effects
  - From: Giovanni Bruno <[email protected]>