Hi,
I try to search for command in Stata to test for heteroskedastic and
autocorrelation
but I can't found the command that can test on fixed effect model and
suitable with my data.
(I try to use -xtserial- to test for serial correlation but I don't
think it test on fixed effect model)
The model that I work on consist of 16 years, 10 countries and 12 variables.
So, I think I can't use xttest3 to test the model.
Besides, if the result is the model have heteroskedastic and/or
autocorrelation, how can I correct it?
Thanks
A. Sura
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