Move to -xtgls, panels(correlated)- or to -xtgee-.
P.S. If you want to learn more about error correction with panel data, have a look at http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm
Nicola
At 02.33 11/05/2007 -0400, gargouri yosra wrote:
>I have used a regression panel data with random effects. the tests shows th=
>e presence of AR(1)
>autocorrelation problem and heteroskedasticity problem
>what I can do?
>thank you
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