Good Morning,
What is the difference between xtpcse and xtscc?
My data:
- N>T;
- Problems: cross sectional dependence, heteroskedasticity and autocorrelation (the tests were performed n fixed effects model)
1) I was using xtcss depvar indpvars, fe, but I read that this "solution" is indicate for T>N and I don´t know if I need to do more autocorrelation tests to check Ma (q) or if xtserial is enough.
2) Can I ignore cross sectional dependece and just correct heteroskedasticity and autocorrelation?
3) I made some research in order to understand better this topic and I also found the command xtpcse depvar indpvars, corr (ar1). Can I use xtpcse for N>T? In this case the model is no longer fixed effect?
Thanks.
Regards,
Mary
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