What is the difference between xtabond and xtdpdsys?
What is better "onestep" or "twostep"?
What if I first build fixed and random model and my data shows heteroskedasticity, serial correlation and cross-sectional dependence? How can I manage this problem in dynamics model- is it sufficient to use vce(robust) after xtabond or xtdpdsys?
What is better "onestep" or "twostep"?
What if I first build fixed and random model and my data shows heteroskedasticity, serial correlation and cross-sectional dependence? How can I manage this problem in dynamics model- is it sufficient to use vce(robust) after xtabond or xtdpdsys?
