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  • autocorrelation in pooled effect model

    Hi, I’m working with panel data, and the results of the Chow test, Hausman test, and LM test all indicate that the pooled effect model is the best choice. However, when I conducted the autocorrelation test, the results show that autocorrelation is present. What would be the appropriate solution to address this issue?

  • #2
    clustered errors, xtscc, xtgls corr(ar1), prais, newey

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