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st: both heteroscedasticity and autocorrelation


From   zhenxin@unlv.nevada.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: both heteroscedasticity and autocorrelation
Date   Thu, 9 Mar 2006 18:38:58 -0800

Dear Statalist,
I encountered a problem with panel data when I attempted to run fixed-effects
and/or random effects models. My data set has both heteroscedasticity and
autocorrelation. I can not figure out how to mitigate the problems in stata 9.
Meanwhile, how should I run the hausman test for such probelmatic data?

Kindly Regards,

Mao
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