Stata Tutorial: Correcting Autocorrelated Errors in OLS

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: Testing for Autocorre...

Link to "Gentle Introduction to Stata"
https://www.amazon.com/gp/product/159...

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/933...

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/813...
My Twitter is:
Twitter: MichaelRJonas

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ResearchGate:
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