I am running balanced panel using fixed effects and would like to produce robust s.e.
So, is it true that the Breusch-pagan test results can tell me which White coefficient covariance method to use (i.e cross-section, period or diagonal)? or can i just choose among them on definition basis. By that i mean to choose the white period method because my data are cross-sectionally clustered and hence i assume correlation among periods residuals?
For econometric discussions not necessarily related to EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 7 guests