Hi, I am new to stata and self-thought, so please have overlook if I have missunderstood anything. I am currently writing a theisis in finance and have a panel-data sample that is both heteroskedasic and autocorrlate. To fix it I have gotten the impression that I should use fixed effect (after a Hausman test) and then apply a vce for boot or robust. I get different result doing so, so I'm a bit uncertain which one to use. I will attach both of the regressions.

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Best regards, Clara