Search found 2 matches

by resp133
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
by resp133
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...

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