Panel-wide autocorrelation and heteroskedastic errors
Posted: Fri Oct 07, 2016 11:42 am
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 how I would program something equivalent?
Thanks in advance
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 how I would program something equivalent?
Thanks in advance