XTPRAISK: Stata module to perform Prais-Winsten regression with AR(k) errors and panel-corrected standard errors

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: xtpraisk calculates Prais-Winsten regression with AR(k) errors and panel-corrected standard errors, thereby extending Stata's xtpcse command to higher-order autoregressive errors. As with xtpcse, xtpraisk assumes that the disturbances are, by default, heteroskedastic and contemporaneously correlated across panels.

Language: Stata
Requires: Stata version 14
Keywords: autoregressive errors; AR(p); panel data; Prais–Winsten; panel-corrected standard errors (search for similar items in EconPapers)
Date: 2026-06-09, Revised 2026-06-14
Note: This module should be installed from within Stata by typing "ssc install xtpraisk". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtpraisk.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtpraisk_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtpraisk.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtpraisk_methods.pdf documentation (application/pdf)

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