EViews.com

Thank you very much for your respond. Just to summarise what you've written. I can apply White period effects in order to get standard errors robust to autocorrelation. Further, I can implement White diagonal effects in order to get heterskedasticity robust standard errors or is White period also ro...

Hi there I have a question concerning the usage of Heteroskedasticity Robust standard errors. I am analyzing an unbalanced panel data set (835 cross sections, T=3, number of observations 2448, 11 explanatory cross-section specific variables). I further have integrated a time period dummy by clicking...