heteroskedasticity test !

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Fatema19
Posts: 12
Joined: Mon Nov 25, 2019 6:37 am

heteroskedasticity test !

Postby Fatema19 » Sat May 09, 2020 6:22 pm

Dear all,
Hello,

I would to ask a question about heteroskedasticity.

Actually, after having the results of my estimations using fixed effect model for paned data (for 2 countries; period of 17 years) when i try to run the test of heteroskedasticity (diagno test) eviews dont allow me, and share as message : "cross-section effects with period GLS weights not allowed". I dont know why !

If any one can share any response, i would be grateful.

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