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st: testing first-order autocorrelation correction
From
Edward James <[email protected]>
To
[email protected]
Subject
st: testing first-order autocorrelation correction
Date
Wed, 8 Feb 2012 23:31:35 +0900
Dear Statalist.
Hi, I am trying to use Time-series-cross-section data(19 oecd
countries and 28 years).
I am supposed to use an OLS-PCSE AR(1) model for my data.
To test first-order autocorrelation correction, I used commands
-dwstat- and -durbina2-, but an "sample may not include multiple
panels" message popped up.
Do you have any idea to solve this problem?
Thanks.
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