Search found 2 matches
- 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...
- 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...
