You are on page 1of 2
‘1129723, 1235 PM. Panel data wih heteroskedasticty and autocorrelation -Statalist, SSEUSY Forum P80 ‘austen You can brows ut pet Login or ait by eking Loin Rela he api of page, For mor iariaon on Sala a th FAG. ats] anol data with heteroskedasticity and autocorrelation ‘ Samuel Lehtinen 1Mave res ns head (pssst rotons. sticoreaon), and woul hk ask or avin a fy srr case. Jn Das or 2018 hav an unbalance pant wth 220 obs, 20 groups, an "3, have uss a Hausman testo tome sho use FE nav then nnts Woahop est fr score eral) ry ri Wad et or atroscasetely ie) cose ‘ne seams ny pael sure rom bth, aocorlatn ana hearsay, Hy asin have un he oda wit str. e robust as wl a xtc because was sugesedin ae “oma chal on saa wabs) a ot ‘eu win enemy dant paler on cra vabie Deleon ene wo rpossina am usher on wheter seep wh et ‘Seog ocr nen, oral cb peared Som ha or Iter’ no evicsnoe ef corlason aces para, you can go tog fom cserobut anda oro. Jl Date Ao 2016 Segre, (Sim 12088) a ‘a sory ota yo abt mae rant isto coelaton actos panels a got he flown ess, whch suges heres cealeton Samuel Lehtinen betmeen ana sein Daa Aor 2018 -ntps:www staal orgorumsiforum/genera-stata-dscussionigeneral!1440726-panel-data-wit-neeroskedastity-and-autocorelaion we ‘1129723, 1235 PM. de Fimin Cirant| shin Date Fab 2007 ost #6 = sein Dae Aor 2018 Panel data wih heteroskedasticty and autocorrelation -Statalist, Usual earanticateclinledge leaves me Bt cles the pint Ar ght elog auing ae ave Th aie, oF (boned fakin tumatvematadton save ft hare! Incas, esta fone sacken depen, you en ie xe, However. wl nd sre papa sutes Oso Kray (868 "Conn ats hai Exton ib Satay Epc Ponta or acu a sar yous wal ods Youcan Command Option _SE estimates are robust to diss Notes turbances that are reg, xtreg vce(robust) heteroskedastic reg, xtreg cluster() _heteroskedastic and autocorre- lated xtregar autocorrelated with AR(1)* newey heteroskedastic and autocorre- lated of type MA(q)” xtgls panels(), —_heteroskedastic, contemporane- N < T required for fea~ corr() ously cross-sectionally correlat- sibility; tends to produce ed, and autocorrelated of type — optimistic SE estimates AR(1) xtpese correla~ _heteroskedastic, contemporane- large-scale panel regres- tion) ously cross-sectionally correlat- sions with xtpese take a ed, and autocorrelated of type lot of time AR(1) xtscc heteroskedastic, autocorrelated with MA(g), and cross-sectio- nally dependent AR(I) refers to first-order autoregression, ®MA(q) denotes autocorrelation of the moving average type with lag length q A ‘Thar you vary mich for our ound hs Dan Hose paper yo hae ts able rom. ang ts vor ust Soest rang ny oresson watatee ee way Tl Fave ese ok ene argh Onosal & Keay per ls hese tee orang hau eat hart -ntps:www staal orgorumsiforumigenera-stata-dscussion/genera’1440726-panel-data-wit-neteroskedastity-and-autocorelaion

You might also like