xtgls options in Stata

[Aneta Blazejowska]

Hi,

Does someone know when should we use corr(ar1) or corr(psar1)? Any example from literature? I try to find something, I read a lot of papers but I dont see any explanation for using ar1 or psar1. Stata help is not helpful.

Thanks!

[Carlo Lazzaro]

Aneta:
I respectfully disagree with your last statement.
Stata -helpfiles- present a reasonable set of information concerning each command.
For more details, Stata useras are referred to the Stata .pdf manual (that laudably comes at no additional cost with your copy of Stata).
If you had the patience to read through -xtgls- entry in Stata .pdf manual, you would find out Autocorrelation within panels paragraph as an useful support for what you're after.