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  • 2sls Random effect with heteroskedasticity and autocorrelation

    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


  • #2
    Your question belongs in the General Forum. This forum is for making test posts. Please note that Statalist etiquette is to register with full real names (first and last). You can re-register by using the "CONTACT US" button at the bottom right of the page.
    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

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