Search found 2 matches
- Tue Jul 26, 2011 8:20 am
- Forum: Estimation
- Topic: test for Autocorrelation and Heteroscedasticity in panel dat
- Replies: 4
- Views: 12195
Re: test for Autocorrelation and Heteroscedasticity in panel
so do I, is there anyone who can solve this problem???
- Tue Jul 26, 2011 8:12 am
- Forum: Estimation
- Topic: How To Perform LM test and LR test on FEM (Panel Data)
- Replies: 1
- Views: 3078
How To Perform LM test and LR test on FEM (Panel Data)
Hello all, I have six variabel that estimated using FEM, since the result seems unsatisfy. I want to perform LM test (to test heteroscedatic) and LR test (to test autocorrelation) to determine GLS weight. Is there anyone to tell me how to perform this test on Eviews 6: the Equation: Dcovar = CAR + R...