Breusch-Pagan test and white ccm for a balanced panel

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Passant
Posts: 4
Joined: Tue Oct 17, 2017 12:05 am

Breusch-Pagan test and white ccm for a balanced panel

Postby Passant » Tue Oct 17, 2017 9:37 am

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?

Thanks!

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 4 guests