Hi, sorry I cannot type chinese at the moment..have some problem with my laptop....

I am currently using dynamic panel data analysis [stata command: xtdpdsys] in stata. My sample is small T with large sample.  I wonder how I can deal with the heteroskedacity problem in the data? I try to find it on internet, but I didnt find any good yet. (or do we need to correct the heteroskedacity problem in this type of data?) Thanks a lot for reading it and Thanks muchly in advanced!!

Best,