hi,
I am trying to test for Heteroskedasticity and/or autocorrelation in my panel regression in Eviews 9. There do not appear to be the necessary tests available. The serial correlation LM test and Heteroskedasticity test is only available for a Undated Data. Is there another way to test them for Panel Data?
Tanz
Heteroskedasticity and Autocorrelation test for Panel Data
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Heteroskedasticity and Autocorrelation test for Panel Data
Heteroskedasticity tests are build in under View->Residual Diagnostics->Heteroskedasticity test.
The Arrelano-Bond autocorrelation test is available if you have estimated via DPD.
The Arrelano-Bond autocorrelation test is available if you have estimated via DPD.
Follow us on Twitter @IHSEViews
Re: Heteroskedasticity and Autocorrelation test for Panel Data
Unfortunatly There is no Heteroscedasticity test in View->Residual Diagnostics->Heteroskedasticity test in my Panel Data. it is only available in undated Data .
and Arrelano Bond serial Korrelation test is only available for GMM equations estimated by first differentes.
Is there any other way?
Thanks
and Arrelano Bond serial Korrelation test is only available for GMM equations estimated by first differentes.
Is there any other way?
Thanks
Last edited by sarchi on Fri Mar 23, 2018 9:15 am, edited 3 times in total.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Heteroskedasticity and Autocorrelation test for Panel Data
Follow us on Twitter @IHSEViews
Re: Heteroskedasticity and Autocorrelation test for Panel Data
Thank you for your answer. but in my Data is not Hetroskedasticity test Avalble. I have Student Version. Maybe is there problem?
- Attachments
-
- eview Photo.tiff (263.45 KiB) Viewed 8307 times
-
- Eviews Photo.tiff (47.5 KiB) Viewed 8307 times
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Heteroskedasticity and Autocorrelation test for Panel Data
sarchi wrote:Thank you for your answer. but in my Data is not Hetroskedasticity test Avalble. I have Student Version. Maybe is there problem?
Do you have EViews 10 Student Version?
Follow us on Twitter @IHSEViews
Re: Heteroskedasticity and Autocorrelation test for Panel Data
I have student version 9.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Heteroskedasticity and Autocorrelation test for Panel Data
You’ll need 10
Follow us on Twitter @IHSEViews
Re: Heteroskedasticity and Autocorrelation test for Panel Data
Thank you for your answer.
I have Eeviews student 10 installed. Now I have another problem. how can I remove the hetroskedasticity in EViews 10?
Thanx
I have Eeviews student 10 installed. Now I have another problem. how can I remove the hetroskedasticity in EViews 10?
Thanx
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Heteroskedasticity and Autocorrelation test for Panel Data
There are a number of covariance matrix options available to rectify problems such as heteroskedasticity. Which one you use is entirely up to you and your data.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 29 guests