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st: xtivreg,re - HAC se
From
"Daniel Schalling" <[email protected]>
To
<[email protected]>
Subject
st: xtivreg,re - HAC se
Date
Mon, 5 Dec 2011 19:16:51 +0100
Hi Statalis,
sorry for flooding the Statalist with e-mails.
I did a xtivreg,re with 75 groups, 60 time intervals (days), 90 exogenous
variables and 1 endogenous variable with 1 instrument. After estimating the
model I detected autocorrelation.
How is it possible to get HAC standart errors in such a model?
As far as I found out I could get at least heteroskedasticity corrected se
if I use - xtoverid2, robust noi - after xtivreg, re.
Thanks for any suggestion,
Daniel.
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