st: Re: correcting serial correlation in fixed effect model

[Kit Baum <baum@bc.edu>]

As Mark Schaffer already replied, xtivreg2 can handle this. newey2 is  
essentially a subset of ivreg2, and xtivreg2 is a 'wrapper' for  
ivreg2 that implements fe and fd models.

findit xtivreg2

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Apr 11, 2007, at 2:33 AM, Sams wrote:


> Newey2 can correct serial correlation in panel data but not in  
> fixed or random
> effect form. How about putting the dummies myself and then using  
> newey2?
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