مطالب مرتبط با «panel data cross correlation stata» در back soft | نویسنده: استخدام کار
Panel data cross correlation & autocorrelation
Vote count: 0 I have balanced panel data on N=10 industries over T=20 years. For each (industry, year) i have a) the # of patents filings and b) R&D expenditures. I want to estimate the following model: http://imgur.com/8nGh8Cf.png However, using the xtserial program rejects the null hypothesis of no serial correlation. Hence, it seems that the only option available to me is to use feasible generalized least squares (xtxtgls), with the panel(correlated) option (to allow for cross section correlation) eventually with corr(ar1) or corr(psar1) (to allow for within panel autocorrelation). Am I right on my diagnostic ? In particular, can/should I use a standard OLS but with a clustering of the st...
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