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st: ask about panel autocorrelated


From   "Yusvita Triwiadhian S." <[email protected]>
To   statalist <[email protected]>
Subject   st: ask about panel autocorrelated
Date   Tue, 21 Jun 2011 21:47:05 +0700

Dear all,


I have a panel dataset. After make some running and test with common,
fixed and random model, the output show that fixed effect is the fit
model. But there are autocorrelation, cross sectional correlation, and
heteroskedasticity in residual of my model. What should I do? how to
run fixed effect model with such characteristic of error. Thank for
attention.

Thank you

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