Dear all,
I've been trying to estimate a panel regression model on a dataset with N>T, where N is the number of cross-sectional units and T is number of time observations. I want to include a fixed effect.
I ran the Wooldridge test for serial autocorrelation and I rejected the null: so the model has serial autocorrelated errors.
Due to the fact that N>T I understand that I cannot rely on -xtreg-. My question is: given these conditions is it good to estimate the model by -xtregar- including a fixed effect? Is this model consistent with the fact that N>T and that the error is autocorrelated of order 1?
Many thanks to those who can help me
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