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I meant to ask how Eviews 8 can be used to correct for heteroscedasticity and correct for clustered standard errors in a fixed panel model.
Could anyone please assist me in this regard because i am stuck with my methodology

i would like to ask how i can use Eviews 8 to correct for heteroscedasticity and clustered errors in a fixed panel model.

Hi Gareth I am running a model like this: 〖LIQ〗_(i,t) = α+D_1 〖List〗_(i,t)+〖β_1 Disclosure〗_t+β_2 〖Size〗_(i,t)+ 〖B_3 Leverage〗_(i,t)+ ε_(i,t) where D_1 〖List〗is a dummy variable that take the value of 1 when a firm is cross listed and zero when it is cross traded. The question is that when i run the...

Hi Gareth I am running a model like this: 〖LIQ〗_(i,t) = α+D_1 〖List〗_(i,t)+〖β_1 Disclosure〗_t+β_2 〖Size〗_(i,t)+ 〖B_3 Leverage〗_(i,t)+ ε_(i,t) where D_1 〖List〗is a dummy variable that take the value of 1 when a firm is cross listed and zero when it is cross traded. The question is that when i run the...

HI Gaareth How do i use fitted values from an equation in Eviews 8 after estimating the probit model. according to your instructions we are supposed to use the fitted values from the estimated probit model and thereafter calculate the Inverse Mills ratio using the codes you provided. Again, i do not...

Thank you for the response Trubador. However, I am still unclear about how I go about it after I estimate the probit model. In other words, should I use the codes provided by Gareth? If that is the case then it appears not to be working because it give sme a feedback that the equation is not defined...

Hi Gareth I am trying to estimate following equations: Liquidity/Volatility Measurei,t = α + βDi,t + ΣθFi,t + γλi,t +εi, where "γλi,t "is the inverse Mills ratio. So how do I estimate the Inverse Mills ratio using eviews 8 because thus far I have estimated the Heckman's two step procedure ...

Guys I am looking for someone who can assist me in providing the step to follow when estimating the OLS regression including the Inverse Mills ratio as an independent variable. Thus far, I have used Eviews 8 which can automatically estimate the Heckman's two step procedure without having to use the ...

In Eviews 8 there is an option of estimating the Heckman two step procedure but my methodology requires the estimation of the OLS model including the Inverse Mills ratio as en independent variable. As such i am not sure how to go about it after i estimate the Heckman's model so as to incorporate the...

Hi... Is there anyone who can help me with the step to follow when you are estimating an OLS equation with the Inverse Mills ratio using Eviews 8.I have tried estimating the Heckman two -step procedure but I do not know how to get the Inverse Mill ratio to correct for self selection bias when estima...