Hi!
I was using xtreg, fe command on my Panel Data with N = 33, T = 25 and it had heteroskedasticity, autocorrelation and cross sectional depedence. So I used xtscc but I´m not sure if Driscoll-Kray errors correct heteroskedascity and autocorrelation
Related Posts with Do "Driscoll-Kraay standard errors" correct heteroskedasticity and autocorrelation in Panel Data?
Consquences of demeaning an ordinal variableI have a discrete variable with a scale from 0 (no issue) - 3 (severe issue). Because what constitut…
How to test the difference of the sample mean difference?Dear all, I have return data for two types of firms from the year 2015 to 2016, I know how to test t…
bootstrap with manualsorry. I moved my post here https://www.statalist.org/forums/for...trap-as-manual …
Estimation of the gravity model only with GDP of the partners of a country to assess the determinants of exports of a specific countryDear All. I am working on a gravity model to evaluate the determinants of Colombian exports. To do …
Comparing groups in spatial panel regression: Where to get the partial derivatives and individual spillover effects?Dear all, The problem is the following: I have panel data on the spread of covid-19 and would like …
Subscribe to:
Post Comments (Atom)
0 Response to Do "Driscoll-Kraay standard errors" correct heteroskedasticity and autocorrelation in Panel Data?
Post a Comment