Search found 2 matches
- Tue Nov 04, 2014 1:57 pm
- Forum: Estimation
- Topic: testing for heteroskedasticity - panel data
- Replies: 2
- Views: 3893
Re: testing for heteroskedasticity - panel data
I want to do the White test or Breusch-Pagan-Godfrey test
- Mon Nov 03, 2014 3:57 pm
- Forum: Estimation
- Topic: testing for heteroskedasticity - panel data
- Replies: 2
- Views: 3893
testing for heteroskedasticity - panel data
Hello, I am trying to test for heteroskedasticity in panel data. My data is structured as Dated Panel. In the regression output, I selected View – Residual diagnostics, but there is no Heteroskedasticity test. When I change my data to undated/unstructured, under View – Residual diagnostics i able to...
