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st: 2 Way FE and serial correlation

From   "Akbas, Ferhat" <>
To   <>
Subject   st: 2 Way FE and serial correlation
Date   Fri, 13 Oct 2006 06:48:19 -0000

Hi stata users,

I have a couple of questions to ask
1-)I want to run 2 way fixed effects with STATA and could not find any way
to do this regression. Is there any way to do this with a xt command???/
2-)I want to correct for serial correlation with one way fixed effect and I
have seen the David Roodman's user-written -newey2 code but I dont know how
to install it to my STATA9 or at east how to use that code.I will be happy
if anyone can help me about that issue.

Awaiting a response.

Ferhat Akbas

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