AR error in panel data

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收藏 2009-11-18

Anybody konws which program can estimate panel data with AR(3) disturbance? Can stata do it?
Thanks a lot.

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2009-11-18 21:19:30

Not sure, but STATA is a good tool for analysing data. You may google it @@

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2009-11-18 21:25:27

Stata can do AR(1), but I don't think it can correct more than two lags. Can anybody help me out?

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