I need important help about Panel Data Anlysis

[Eyup TANIL]

I working on N:12 T:31 panel data,1 depent, 2 indepent variables. I started my work with homogenity test and then CD test, Unitroot test, cointegration test --> CCE and AMG. My panel , Heterjon, there is a serieal corellations, I(1). AM I have to check heterogenity, Autocorellations and VIF ? Because my thesis advisor asked me to check it. when ı was check it. I have 2 problem; heterokedasticity and AR(1). my brains was confused. are my results of CCE and AMG false? Can you help me to solve this problem. its so important to me.

[Carlo Lazzaro]

Eyup:
you do not follow the FAQ recommendations sbout posting what you typed and what Stata gave you back.
That said, if you're using -xtreg- you can invoke -robust- or -vce(cluster panelid)- standard errors, that deal with both heteroskedasticity and autocorrelation.