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st: random effects panel model with heteroskedasticity and autocorrelation


From   Sarita Koendjbiharie <SKoendjbiharie@rsm.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: random effects panel model with heteroskedasticity and autocorrelation
Date   Tue, 15 Sep 2009 14:42:23 +0200

Dear users,

Is it possible to run a random effects panel model controlling for
heteroskedasticity and autocorrelation in Stata?

I can run xtregar but how do I control for panel-level
heteroskedasticity?

In the thread I can only find how to detect it.

best regards/met vriendelijke groet,
 
Sarita Koendjbiharie
PhD Candidate

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