Thabiso:
yes, you're right.
-xtgls- can manage both heteroskedastcity and autocorrelation with individual effect specification (just add -i.panelid- among the predictors).
yes, you're right.
-xtgls- can manage both heteroskedastcity and autocorrelation with individual effect specification (just add -i.panelid- among the predictors).
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