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st: using xtivreg2 for FE


From   Murod Aliyev <ma.statalist@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: using xtivreg2 for FE
Date   Sat, 19 Feb 2011 14:03:39 +0000 (GMT)

Dear all,
I want to estimate a simple FE model, but there may be heteroskedasticity and 
autocorrelation. As far as I understand xtreg fe robust gives Huber-White 
sandwich estimator, which deals with heteroskedasticity 

only.
Can I use xtivreg2 with fe robust bw() options to get HAC (Het. and 
autocorrelation consistent) standard errors. Of course, I will not specify any 
instruments, as I want only FE estimation.
Thanks in advance!
Murod



      

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