st: HETEROSKEDASTICITY AND AUTOCORRELATION IN PANEL DATA MODEL (RE-FE)

[Saban Nazlioglu <snazlioglu@eunev.edu.tr>]

I have some questions for panel data analysis in Stata as :

1- How can I test the the heteroskedasticity and autocorrelation in random and fixed effect models
2-How can correct the heteroskedasticity and autocorrelation in random and fixed effect models if they are exist.

Thanks in advance.
Best Regards,

Saban Nazlioglu
Research Assistant
Departmant of Economics
Erciyes University / TURKEY
 

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