***************ESTIMACIÓN CON DATOS TIPO PANEL*****************

*Para bajar de internet algunos comandos que no están cargados en Stata 8.0:
ssc install xtserial
ssc install xttest2
ssc install xttest3

*I. HETEROGENEIDAD

*A) POOLED
reg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* 
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(POOLED) 3aster replace title(Tabla 2. ESTIMACIÓN CON DATOS PANEL. MÉTODOS CUANTITATIVOS II) 

*B) RANDOM EFFECTS O POOLED?
xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, re
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(RANDOM EFFECTS) 3aster append
xttest0

*C) FIXED EFFECTS O POOLED?
xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FIXED EFFECTS) 3aster append

*D) RANDOM EFFECTS O FIXED?
quietly xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, re
xthausman

*E) TWO-WAY FIXED EFFECTS
xi: xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.year, fe
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(TWO-WAY FIXED EFFECTS) 3aster append
test  _Iyear_1951 _Iyear_1952 _Iyear_1953 _Iyear_1954 _Iyear_1955 _Iyear_1956 _Iyear_1957 _Iyear_1958 _Iyear_1959 _Iyear_1960 _Iyear_1961 _Iyear_1962 _Iyear_1963 _Iyear_1965 _Iyear_1966 _Iyear_1967 _Iyear_1968 _Iyear_1969 _Iyear_1970 _Iyear_1971 _Iyear_1972 _Iyear_1973 _Iyear_1974 _Iyear_1975 _Iyear_1976 _Iyear_1977 _Iyear_1978 _Iyear_1979  _Iyear_1980 _Iyear_1981 _Iyear_1982 _Iyear_1983 _Iyear_1984 _Iyear_1985 _Iyear_1986 _Iyear_1987 _Iyear_1988 _Iyear_1989


*II. AUTOCORRELACIÓN
xtserial spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*
**Modelo AR(1):
xtregar spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, fe
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FIXED EFFECTS AR1) 3aster append

*III. HETEROSKEDASTICITY
**Prueba:
quietly xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe
xttest3
**Corrección con Feasible Generalized Least Squares
xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (heteroskedastic)
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS HETEROSKEDASTIC) 3aster append
**Corrección con Panel Corrected Standard Errors
xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*  i.stcode, hetonly
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC) 3aster append

*IV. CONTEMPORANEOUS CORRELATION
**Prueba:
xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe
xttest2


**************FIXED EFFECTS, HETEROSKEDASTICITY & CONTEMPORANEOUS CORRELATION**************

**Feasible Generalized Least Squares 
*xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (correlated)
*outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*  using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION) 3aster append
**Panel Corrected Standard Errors
xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*  i.stcode
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION) 3aster append

**************FIXED EFFECTS, HETEROSKEDASTICITY & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION*****************

**Feasible Generalized Least Squares 
*xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (heteroskedastic correlated) corr(ar1) 
*outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append
**Panel Corrected Standard Errors
xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*  i.stcode, correlation(ar1)
outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append

*************TWO-WAY FIXED EFFECTS (UNIT & TEMPORAL EFFECTS), HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION*****************

**Feasible Generalized Least Squares 
*xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode i.year, panels (heteroskedastic correlated) corr(ar1) 
*outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, TWO-WAY FIXED EFFECTS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append
**Panel Corrected Standard Errors
*xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*  i.stcode i.year, correlation(ar1)
*outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, TWO-WAY FIXED EFFECTS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append