XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models
stata panel-data fixed-effects panel-analysis fixed-effect fixed-effects-model generalized-least-squares panel-data-analysis xtgls2 xttest4 xtgls xttest3 general-gls fixed-effects-gls pooled-gls manhhb94 manhhb94-github xtgls2-stata-command xtgls2-stata stata-xtgls2
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Updated
Aug 16, 2025 - Stata