BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Monday, July 5, 2021

Can first difference estimator alleviates serial correlation in panel data?

Hi Statalist,

I am working on a state-level panel. Using -xtserial- tests for serial correlation and result is positive for serial correlation. I hope to use first differencing. If serial correlation exists in the panel, can I say the FD is more reliable than fixed effects? And why? Many thanks for your advice!

Will

BJ Data Tech Solution

Monday, July 5, 2021

Can first difference estimator alleviates serial correlation in panel data?

No comments:

Post a Comment