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st: (dynamic) panel model with heteroskedasticity and spatial autocorrelation
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From |
Viktor Slavtchev <[email protected]> |
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To |
[email protected] |
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Subject |
st: (dynamic) panel model with heteroskedasticity and spatial autocorrelation |
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Date |
Wed, 19 Dec 2007 23:19:14 +0100 |
Dear Statalisters,
I am trying to estimate panel model with heteroskedasticity and spatial
autocorrelation.
Hence, two questions:
1) Could -xtpcse- be a solution for such a case?
2) What could be the proper estimator if we change the setting a bit and
try to estimate the same model we lagged dependent variable (rather
dynamic panel model with heteroskedasticity and spatial autocorrelation
that static one)?
Thanks a lot
Viktor
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