What tests should be conducted to correct autocorrelation and heteroskedasticity aside from "xtpcse" if we have missing data?

Nazh Claire Dela Cruz Navidad @Nazh-Claire-Navidad

01 January 1970 0 839 Report

I have a short panel of data in our analysis. (77 countries, for over 4 years with a total of 308 observations). I already tried using xtpcse command in Stata to correct the autocorrelation and heteroskedasticity in the model; it did not work since there are no time periods common to all panels due to missing data. I am wondering if there are other tests that can help to correct the autocorrelation and heteroskedasticity in the model.

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