Dears,
I have question regarding XTSCC. As I read this can be used to deal with cross-section dependence in panel data.
Will I get adjusted data after using it where cross section dependence removed or it is only for generating regression. I am using another software and need to deal with cross-section dependence before transferring the data from STATA.
Does it work as first difference for data when this data non-stationary and by differencing the data become stationary.
best regards
Sarah
I have question regarding XTSCC. As I read this can be used to deal with cross-section dependence in panel data.
Will I get adjusted data after using it where cross section dependence removed or it is only for generating regression. I am using another software and need to deal with cross-section dependence before transferring the data from STATA.
Does it work as first difference for data when this data non-stationary and by differencing the data become stationary.
best regards
Sarah
