Hi,
I'm estimating an LSDV model with clustered SE's. It's a short
unbalanced panel of 20 groups and on average 6-7 observations per
group.
I find errors are serially correlated with the command xtserial.
I wanted to correct for that with xtgls; however I couldn't because
xtgls required a balanced panel.
Is there a way to do that with unbalanced panels?
Or should I just look at bootstrap SE's since it's a short panel?
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