Greetings Everyone,
My empirical estimation is based on a panel of 10 units for a 20-year time
period.
I have reasons to believe that the model is a fixed effect model. My question
is: are there commands to test for, and correct autocorrelation and
heteorscedasticity in a fixed-effect model? Furthermore, is the "robust"
command in Stata valid for panel data? I keep getting an "invalid syntax"
message.
I thank you for your time, and anxiously await suggestions!
cheers
Kimberley
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