Hi, I recently started to learn and work with Time-Series-Cross-Section data using the SAS software. Since I'm not an expert, I am gradually trying to understand and to learn all the error structure options in the TSCSREG procedure. Many are provided in SAS like FULLER, PARKS, and DASILVA. Still, the OLS with panel-corrected standard errors (following the insights of Beck and Katz 1995) is yet not available in SAS. In the past days, I have tried to find the syntax (for SAS) for the PCSE without success.
Does someone know the SAS program (syntax) or as a template to apply the OLS with panel-corrected standard errors in the TSCSREG procedure? Thank you in advance, James . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
