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by invest2risk
Mon Dec 28, 2009 5:36 am
Forum: Estimation
Topic: Stepwise Regression White errors
Replies: 1
Views: 2218

Stepwise Regression White errors

Hi! I'm trying to find a model using stepwise regression and was wondering if it is possible to use white errors within the algorithm. As I read in a different thread (http://forums.eviews.com/viewtopic.php?f=4&t=1349&p=4666&hilit=white#p4666) white errors are not used for F-statistic, w...

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