EViews.com

In the help book it says: "Following estimation, the unweighted residuals are placed in the RESID series. If the residual variance assumptions are correct, the weighted residuals should show no evidence of heteroskedasticity. If the variance assumptions are correct, the unweighted residuals sho...

So i followed these steps for doing a FGLS that I found online: "Or, we can transform the model and run OLS on this transformed model. How? Feasible Generalized Least Squares procedure: - generate the estimated squared residuals (the residuals from the model ; - regress the log of the estimated...

The paper I am following uses FGLS. I'm trying to work out the difference.

Hello Everyone, I hope I am posting in the right place. I'm a MSc Economics student working on my dissertation and have got a bit stuck with trying to use GLS on eviews. I am following the technique of an ECB paper by Heinz and Rusinova and they use GLS because of heteroskedasticity (i tested for th...