Search found 2 matches
- Fri Jun 26, 2015 12:20 am
- Forum: Estimation
- Topic: hetroscedasticity in panel data
- Replies: 11
- Views: 16595
Re: hetroscedasticity in panel data
Dear Members, In a panel with cross section fixed effects, where T=14 nad N=27, can I use cross section weights and White diagonal (instead of white period because period weights don't work with fixed effects and white period yields a warning message concernig the rank of the covariance matrix) ? Ca...
- Thu Jun 25, 2015 1:05 am
- Forum: Estimation
- Topic: hetroscedasticity in panel data
- Replies: 11
- Views: 16595
Re: hetroscedasticity in panel data
Dear Sir, I have followed previous posts and kindly ask you to reconfirm if the White test for heteroskedasticity using unstructured dataset (by converting panel struture to unstructured) is valid for the original dated panel. Should it be the case, how can I detect the type of heteroskedasticity in...
