Re: st: pls help! correcting serial correlation in fixed effect model

["Stas Kolenikov" <skolenik@gmail.com>]

The thoughts are jumping around -- the issues are with -xtdata-, I've
never used -newey2- and don't really know if it has any issues or
not...

On 4/9/07, Stas Kolenikov <skolenik@gmail.com> wrote:
> You can look at -xtdata, fe- transformation, and then run -newey,
> nocons- on it. The help file for -newey2- says it does run with panel
> data, although, as far as I can recall, there might be some issues
> with running it that way.
>
> On 4/9/07, sams@aitlbd.net <sams@aitlbd.net> wrote:
> > Hi
> > I have sent a question but did not get any answer. I need to correct serial
> > correlation in fixed effect model. as far as I understand newey2 cannot work
> > in fixed or random effect model. Is it right? Is there any command in stata to
> > correct for serial correlation in stata?
>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
--
Stas Kolenikov
http://stas.kolenikov.name
*
*   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/