面板模型FGLS,文件是实验数据,检验存在异方差和自相关,为什么用FGLS回归时出现如下提示
. xtgls xyl car1 lnla1 roa1 ld1 nil1 ea1 dl1 bb1 gdp1 cpi1,p(h) corr(ar1)
time is not regularly spaced or does not have intervals of delta -- use
the force option to treat the intervals as though they were regular
当单独修正异方差 却可以,这是怎么回事儿啊,论文急求。
当进行自相关修正是,同样出现以下提示
xtgls pl car1 lnla1 roa1 ld1 nil1 ea1 dl1 bb1 gdp1 cpi1,cor(ar1)
time is not regularly spaced or does not have intervals of delta -- use
the force option to treat the intervals as though they were regular