Hi,
Can you test panel data for heteroskedacity? I can't find the option to run White's test.
Thanks
Search found 3 matches
- Fri Feb 04, 2011 11:35 am
- Forum: Estimation
- Topic: random effects
- Replies: 3
- Views: 4079
- Mon Jan 31, 2011 1:21 pm
- Forum: Programming
- Topic: Counting dates between observations
- Replies: 6
- Views: 9054
Re: Counting dates between observations
Thanks Gareth that really helps.
Do you have to have data at regular intervals, for example could i have 2001, 2003, 2005, 2006, 2007, 2008?
Also what is the minimum number of observations required to run White Heteroskedacity cross terms test?
Many Thanks
Jen
Do you have to have data at regular intervals, for example could i have 2001, 2003, 2005, 2006, 2007, 2008?
Also what is the minimum number of observations required to run White Heteroskedacity cross terms test?
Many Thanks
Jen
- Mon Jan 31, 2011 6:39 am
- Forum: Programming
- Topic: Counting dates between observations
- Replies: 6
- Views: 9054
Re: Counting dates between observations
Hi,
I have time series data for 2001, 2003, 2005, and 2007, which workfile structure type do I select?
I have selected unstructured/undated but it does not seem to be working.
What is the minimum number of observations needed for time series data?
Many Thanks,
Jen
I have time series data for 2001, 2003, 2005, and 2007, which workfile structure type do I select?
I have selected unstructured/undated but it does not seem to be working.
What is the minimum number of observations needed for time series data?
Many Thanks,
Jen
