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by Najid
Mon Oct 24, 2016 3:15 pm
Forum: Estimation
Topic: time dummies in FMOLS / DOLS / VECM
Replies: 3
Views: 5314

Re: time dummies in FMOLS / DOLS / VECM

Hi Glenn, I have similar question about FMOLS. After running FMOLS, how one can get its diagnostics [ LM is the Lagrange multiplier test for serial correlation. RESET is the misspecification test. HE is White’s heteroskedasticity test] these days most of researchers are using these tests. for example...

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