i need to estimate a model by using 2sls on panel data because i have an endogenious variable. Hausman tells me to choose a random effect specification so i should use the "xtivreg" stata command. I run White heteroskedasticity test and Wooldridge autocorrelation tests that tells that i have autocorrelation and heteroskedasticity . I want to ask how can i deal with autocorrelation and heterosedasticiti in iv regression (2sls) witn random effect on stata12? a lot of thanks Ines |
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