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xttest3

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ManhHB94 / xtgls2

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

Updated Aug 16, 2025
Stata

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