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- Fri Sep 18, 2015 5:11 am
- Forum: Econometric Discussions
- Topic: Heteroskedasticity and autocorrelation consistent estimator
- Replies: 0
- Views: 2200
Heteroskedasticity and autocorrelation consistent estimator
Good afternoon, I have quite basic question however I would like to be sure about this. I need to estimate a spatial econometric model with possible spatially autocorrelated and heteroscedastic error terms. Both spatial autocorrelation and heteroscedasticity is of an unknown form. If I use a heteros...