这是一篇发表在The Stata Journal上的文章，一共33页，主要是讲述了xtscc这个命令，摘要部分如下：
In this paper I present a new Stata program, xtscc, which estimatespooled OLS/WLS and fixed effects (within) regression models with Driscoll andKraay (Review of Economics and Statistics 80: 549-560) standard errors. By running
Monte Carlo simulations, I compare the finite sample properties of the crosssectional
dependence consistent Driscoll-Kraay estimator with the properties of
other, more commonly employed covariance matrix estimators that do not account
for cross-sectional dependence. The results indicate that Driscoll-Kraay standard
errors are well calibrated when cross-sectional dependence is present. However,
erroneously ignoring cross-sectional correlation in the estimation of panel models
can lead to severely biased statistical results. I illustrate the use of the xtscc
program by considering an application from empirical finance. Thereby, I also
propose a Hausman-type test for fixed-effects that is robust to very general forms
of cross-sectional and temporal dependence.