Hello! I am using a panal data for N=11 and T=12, and I am using fixed-effect models for each of 3 of my dependent variables. I have 2 questions:
1) After runing the -xtserial- it turns out one has first-order autocorrelation. Does it still allow me to compare coefficients between the 2, after using -vce (cluster clustvar)- at the end?
2) If - xttest3 - performed after -xtreg, fe- shows I have heteroskedasticity, would that be also corrected for after using vce (cluster clustvar )?
Thank you.
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