st: panel data

[Carolina Cabrita <ccabrita@safp.cl>]

I have estimated a model by fixed effects, and found out that I have 
serial correlation and heteroskedasticity in the errors. Which is the 
best way to correct the estimation for those issues? Besides, does 
anybody know a test for contemporaneus correlation for approximately 
20,000 units supported by Stata?
Any help would be appreciated.
Thanks,
Carolina C. Felix.
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