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A simple walk-through of how to use three options for dealing with auto-correlated errors in a simple OLS framework: first-difference, generalized difference, and robust standard error models are shown in Stata, and briefly explained.
Testing for Autocorrelation - Part 1:
• Stata Tutorial: Testin...
Link to "Gentle Introduction to Stata"
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Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
www.amazon.com...
Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
www.amazon.com...
My Twitter is:
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