[STATA] - Panel data regression

Hi guys,

I need help with analysing panel data. I used the Fixed effects model, however one is not able to control for serial correlation or heteroskedasticity at the same time. therefore, i went onto using the feasible least squares method but how do i incorporate fixed effects into the fgls method? and i also read somewhere that one cannot use fgls if n>t, which is true in my case. furthermore, if i cant incorporate fixed effects into fgls then how do i control for autocorrelation and heteroskedasticity. ran the hausman test and random effects has been rejected.

thanks in advance

To include fixed effects in you panel data analysis you can try this method (xtfevd is the command in STATA):
Efficient Estimation of Time-Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects (with Vera E. Troeger)