XTGLS2: Stata module to estimate General GLS estimator for large N, small T panel data models
statapanel-datafixed-effectspanel-analysisfixed-effectfixed-effects-modelgeneralized-least-squarespanel-data-analysisxtgls2xttest4xtglsxttest3general-glsfixed-effects-glspooled-glsmanhhb94manhhb94-githubxtgls2-stata-commandxtgls2-statastata-xtgls2
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Updated
Jan 17, 2026 - Stata