st: some more questions on panel regressions

["Indradeep Ghosh" <indradeepg@hotmail.com>]

hi all
thanks for the responses to my earlier post on "two way error components 
model"
i have two questions :
1) why does stata not allow the robust option with any of the XTREG 
commands? must i use XTGLS? my only problem with using XTGLS is that if i 
have a fixed effects specification, i lose too many degrees of freedom for 
XTGLS to work
2) does stata offer unit root and cointegration tests for panel data?
thanks again
deep


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