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
Amir
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
