Heteroscedasticity and auto correlation in dummy variables

[Prakash Hati]

i am calculating CSSDt and Rmt from a cross section data .I calculated the Q1 and Q3 from Rmt to show the up(DU) and down (DL) of the sector and for that I used two dummies
DL is 1 if rmt < Q1 and 0 otherwise
Du is 1 if Rmt > Q1 and 0 otherwise
then i regressed CSSDt with these two dummy but i am facing the problem of auto correlation and heteroscedasticity .please help me solve this problem. here is the file beolw

[Marcos Almeida]

Welcome to the Stata Forum / Statalist.

Please read the FAQ. You just need to click on the "FAQ" link on the left corner, near "Forums". Thanks.