Search found 2 matches

by omid_ie
Tue Dec 15, 2015 3:37 pm
Forum: Estimation
Topic: GLS in Eviews 9 confusing!
Replies: 3
Views: 5940

Re: GLS in Eviews 9 confusing!

Thanks... Now It works! Now I have a question! If I run BP test on equ2 ( equation eq2.ls miles2 c2 income2 age2 kids2 ) then I will get LM=15.65 showing there is still Heteroskedasticity! What is conclusion? Is it correct to say: var(u_i)=sigma^2*income above scaling is not correct? Is there any ot...
by omid_ie
Tue Dec 15, 2015 2:14 pm
Forum: Estimation
Topic: GLS in Eviews 9 confusing!
Replies: 3
Views: 5940

GLS in Eviews 9 confusing!

I am trying to run GLS on this OLS (attached file) ls miles c income age kids (eq1 in attached file) As there is Heteroskedasticity, I want to run GLS given that var(u_i)=sigma^2*income Now I want to replicate GLS Both with codes and menu provided by Eviews 9.0. But I got problem! so I tried these c...

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