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- Fri Oct 07, 2016 11:42 am
- Forum: Estimation
- Topic: Panel-wide autocorrelation and heteroskedastic errors
- Replies: 0
- Views: 10160
Panel-wide autocorrelation and heteroskedastic errors
Hello, I am working on a model of the current account which calls for panel level correlation and heteroskedastic error. In STATA this would be: xtpcse Y c X, correlation(ar1) rhotype(tscor) hetonly I am only able to find cross-section or period weights and corrections in eviews. Does anyone know ho...