panel auto and heteroscedasticity
Moderators: EViews Gareth, EViews Moderator
panel auto and heteroscedasticity
dear members i am working with panel data and applying fixed effect or random effect model. my model is suffering from both serial correlation and heteroscedasticity. can you please suggest me what should i do. as i am using Eviews can i apply gls weights or i should use variance co-variance method to handle these problems?
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