st: How to use IV and control for autocorrelation in panel data

[Wen Wang <wenwang@gmail.com>]

Hi,

I am working on a panel data and trying to use xtivreg to control for
endogeneity of one variable in the model. After runnig xtserial test,
I find there is first order serial correlation AR(1). My question is
how to control for autocorrelation and/or heteroskedasticity when I
use instruments as well for panel data analysis in Stata? Thanks a lot
for your help?

Wen
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