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st: Fixed effects with groupwise hetero, cross-panel correlation, and within-panel autocorrelation


From   Amin Mohseni <aminmohseni@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed effects with groupwise hetero, cross-panel correlation, and within-panel autocorrelation
Date   Thu, 15 Apr 2010 13:58:50 -0400

Dear All:

I have a panel of 51 states over 26 years.

I want to estimate a Fixed effects model with groupwise hetero,
cross-panels contemporaneous correlation, and within-panel
autocorrelation.

what is the best way to approach this problem in stata?

bests
amin
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