serial correlation

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yay.emet
Posts: 3
Joined: Thu May 28, 2009 11:37 am

serial correlation

Postby yay.emet » Fri May 29, 2009 1:44 am

kindly assist - how do i estimate a model without Newey West correction but including an AR(1) term in the regression to account for the serial correlation?
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: serial correlation

Postby trubador » Fri May 29, 2009 1:53 am

Enter your equation and estimate it with default settings:

Code: Select all

y c x1 x2 ar(1)
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