I get the difference now between white cross-section and white-period, but could you explain what is the difference between white-period and period SUR?
many thanks.
Search found 2 matches
- Sun Feb 22, 2015 2:00 am
- Forum: Econometric Discussions
- Topic: Clustered errors
- Replies: 27
- Views: 55838
- Fri Feb 13, 2015 9:13 am
- Forum: Estimation
- Topic: hetroscedasticity in panel data
- Replies: 11
- Views: 16614
Re: hetroscedasticity in panel data
Dear, In order to test for heteroscedasticity, you can change the structure of your workfile from panel data to unstructured and perform the White heteroscedasticity test. However, if I want to correct for heteroscedasticity when using panel data, I should know whether I have cross-section / period ...