I have a panel with annual observations for companies starting 1992 to 2006. Companies are also divided based on their industry so i have ten industries. I need to correct the data for Heteroskedasticity, Autocorrelation and Multicolinearity. Can anyone help?
Thank you in advance.
Kind regards,
Yasen
Search found 1 match
- Mon Jan 16, 2012 4:49 am
- Forum: Econometric Discussions
- Topic: Heteroskedasticity, Autocorrelation, Multicolinearity
- Replies: 0
- Views: 1850