When I estimate a gravity model with fixed effects using panel data that has heteroskedasticity and autocorrelation and using a gls estimator to solve these problems, what command I use to get the fixed effects for each i? I'm using this equation:
xi: xtgls imp $z1 $z2 ano02 ano03 ano04 ano05 ano06 ano07 ano08 ano09 ano10 ano11 ano12 ano13 ano14, panels(heteroskedastic) corr(ar1)
Tkank you..
xi: xtgls imp $z1 $z2 ano02 ano03 ano04 ano05 ano06 ano07 ano08 ano09 ano10 ano11 ano12 ano13 ano14, panels(heteroskedastic) corr(ar1)
Tkank you..
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