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st: Fixed Effects

From   Amirhossein Moharreri <>
Subject   st: Fixed Effects
Date   Mon, 26 Nov 2012 12:28:16 +0800

Dear All;

I've got a problem in estimation of a fixed effects model. I am
estimating a fixed effects panel data model. I would appreciate it if
someone could help me in:
1-how should I test the results for Heteroskedasticity and Serial Correlation.
2- Additionally, I have seen fixed effects GLS (FEGLS) specification
in the book: "Econometric Analysis of Cross Section and Panel Data,
2001, by Jeffrey M. Wooldridge, page 276". Therefore I was wondering
if I could be informed about a command in Stata which could estimate
my model based on this specification.

Thank you all for your help

Best Regards
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