serial correlation in panel data

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john1990
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Joined: Fri Apr 01, 2016 1:54 am

serial correlation in panel data

Postby john1990 » Fri Apr 01, 2016 3:22 am

I am estimating a panel equation with fixed effects, I use Cochrane-Orcut procedure by writing AR(1) after equation, but the problem is that there is still some evidence of serial correlation in the residuals. Are there any limitations for using this procedure in panel data?
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