--- Samira Bakhshi <[email protected]> wrote:
> I have a system of panel data with 3 groups, 36 years, and 10
> equations. Meanwhile, I want to correct for heteroskedasticity and
> autocorrelation in my equations. But I do not know how to use xtgls
> or xtpcse commands for a SYSTEM of regressions.
-xtgls- and -xtpcse- are not meant of systems of regressions. -gllamm-
might do what you want, see -findit gllamm- and www.gllamm.org .
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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