> Check out "xtregar" or "xtgls" or xtpcse."
or xtivreg2
> And how about using the Stata help command or the manuals?
>
> A brief search in these sources would have located these procedures.
Indeed, as would -findit panel autocorrelation- from within Stata.
--Mark
> Dave Jacobs
>
> At 04:12 PM 11/13/2005, you wrote:
>>dear all
>>i am running a set of panel regressions with both country and time
>>fixed effects, and the xtserial command tells me that my residuals
>>have serial correlation. does anyone know whether stata has a
>>command that would allow me to run my fixed effects regressions, but
>>with the standard errors corrected for serial correlation?
>>thanks
>>deep
>>
>>
__________________________________________________________________
DISCLAIMER:
This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
__________________________________________________________________
*
* 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/