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Hello,

I wonder if there is any way to correct for heteroscedacity with balanced panel data (with fixed effects)?
I noticed there are several possibilities in the optiontab for panel data under coef covariance method(Were you also find the options for fixed effects), like 'White cross-section' and 'White period'. I wonder if this is a way to correct for heteroscedacity or not?

I wanted to bring it in as unstructered data, and correcting with white correction, but since I have to work with fixed effects this is no longer an option.

What other options do I have?

Thank you

The methods (and others) account for various forms of heteroskedasticity and correlation between units and time. It really depends on what assumptions about the errors you wish to make.