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st: fixed effect, autocorrelation heteroskedasticity

From   ghislain dutheil <[email protected]>
To   [email protected]
Subject   st: fixed effect, autocorrelation heteroskedasticity
Date   Sat, 23 Aug 2008 10:03:19 +0200

Hello everyone,

I'm working on a fixed effect model with n=14 and t=57. I found autocorrelation ( with xtserial and with xtregar ..., fe lbi) and heterosketasticity (with :xtreg ..., re//xttest0).
In order to correct autocorelation i use xtregar ..., fe
But xtregar could not use White correction for heteroskedasticity.

How I can do ?  xtpcse or xtgls seem to be able to correct the two problems but do not keep fixed effect.

I'm running Stata 8.2

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