I employed a random-effects plm model (from package plm) to estimate my coefficients and I used the vcovHC in order to correct for heteroskedasticity.
However, how can I correct for autocorrelation as well? Should I use vcovNW or vcovSCC? because I tried with the vcovHC Arellano but, as it would be expected, I obtain the same results as by using only vcovHC.
How can I take the residuals autocorrelation into account in such a model?
