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Can any one please help me in this dilemma. I have 13 variables. Eleven of them are used as dependent variables and two are common independent variables, which use independently to run 11 regression equations. However when i consider group unit root of this 13 cross sections with 41924 observation I...

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The Heteroskedasticity Test White with and without including cross terms give contradictory results. By including the cross terms the following results lead to rejection of null hypothesis. Heteroskedasticity Test: White F-statistic 2.894027 Prob. F(5,3729) 0.0130 Obs*R-squared 14.43739 Prob. Chi-Sq...