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  • Does FGLS AND XTPSCE Corrects for Cross sectional dependece?

    I read in a couple of articles that apart from Driscoll kraay estimator which corrects for Cross sectional dependece in panel data, feasible gls,(xtgls) and xtpsce panel corrected standard error estimate. How can the cross sectional dependece be corrected or the estimator automatically correct it. Thanks
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