Hi! I have read the discussion professor Greenberg and Miller had on the is=
sue
of PCSE models and I have a question. I\'m doing a research using data for =
5
countries and 25 year each. I have heteroscedasticity and correlation too s=
o I
decided to use the PCSE model, xtpcse in stata8. In this I quote professor
Miller \"does Stata have a default commands to create and include dummy
variables in the .xtpcse commands, or will I have to create my own
dummies\". And if so, how do I do it in a panel? I`ve read about the xi com=
mand
but I am not sure about the appropriated procedure. Could you help me, plea=
se?
Fabio Bauer
Economy\'s student
Pontificia Universidad Cat=F3lica del Per=FA - Lima
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