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serial correlation

Posted: Fri May 29, 2009 1:44 am
by yay.emet
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?

Re: serial correlation

Posted: Fri May 29, 2009 1:53 am
by trubador
Enter your equation and estimate it with default settings:

Code: Select all

y c x1 x2 ar(1)