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st: Fixed Effects GLS
From
Amirhossein Moharreri <[email protected]>
To
[email protected]
Subject
st: Fixed Effects GLS
Date
Sat, 24 Nov 2012 18:14:46 +0800
Dear All;
I am supposed to estimate a fixed effects panel model, but I don't
know how to cope with heteroskedasticity and serial correlation
issues. I was wondering to know if adding dummies for time and
cross-sections as a way to overcome these matter as fixed effects GLS
method is a right method. Otherwise please help me to find the right
specification.
Tnx
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