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st: Fixed Effects GLS


From   Amirhossein Moharreri <amir.h.moharreri@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed Effects GLS
Date   Sat, 24 Nov 2012 18:14:46 +0800

Dear All;

I am supposed to estimate a fixed effects panel model, but I don't
know how to cope with heteroskedasticity and serial correlation
issues. I was wondering to know if adding dummies for time and
cross-sections as a way to overcome these matter as fixed effects GLS
method is a right method. Otherwise please help me to find the right
specification.

Tnx
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