Cross-Sectional Regression OLS with Conley errors

[Long Hong]

Dear All,

I am regressing a spatial cross-sectional data. I am thinking of using OLS regression, but as referring to some literature, they adjusted with Conley Standard Errors. I am wondering if anyone knows the command for OLS to adjust for Conley standard errors

Thank you very much and I look forward to hearing from you!

Best regards
Long

[Marcos Almeida]

Hello Long,

This theme is far away from my expertise. But I could find in the Web several applied examples, and I believe at least a few of them may be helpful to you.

Here:http://www.trfetzer.com/conley-spati...fixed-effects/

And here: http://www.stata.com/meeting/sandieg...d12_jeanty.pdf

Also here: http://www.fight-entropy.com/2010/06...t-ols-for.html

Hopefully that helps!

Best,

Marcos

[Richard Ramsawak]

Hi Marcos

I have been trying to install and run the trfetzer do file, but unsuccessfully

http://www.trfetzer.com/conley-spati...fixed-effects/


Can you provide any guidance in terms of how this can be done?

Looking forward to your reply

Best

Richard