Determine lag for -xtscc-

[Nathalie Ruth]

Dear all,

I'm using Fixed Effect Model and my model has heteroskedasticity, autocorrelation, and cross-sectional dependency.
Therefore, I want to use -xtscc- but how do we determine how many lags to use?
Example: xtscc depvar indvar, fe lag(X)

Thank you for your kind help!

[Carlo Lazzaro]

Nathalie:
if you do not have a # of lags to plug in, you can skip that detail and the community-contributed module -xtscc- will use its default option (as reported in its -helpfile-).