Search found 2 matches
- Sat Jun 15, 2013 8:43 am
- Forum: Estimation
- Topic: Newey West and Probit
- Replies: 1
- Views: 2012
Newey West and Probit
I have the same question as that person who posted quite a while ago in this http://forums.eviews.com/viewtopic.php?f=18&t=2728 I quote: Hi, I am quite new to Eviews and to this field in general and after google-ing, reading the users guide and browsing this forum I still can not find any inform...
- Fri Jun 14, 2013 5:27 am
- Forum: Estimation
- Topic: Probit: Heteroscedasticity, autocorrelation
- Replies: 0
- Views: 1420
Probit: Heteroscedasticity, autocorrelation
Hi, I am currently working on my master thesis in finance. I have a probit model with a set of regressors that I test one-by-one (alone and with a dummy). I want to make sure that my estimates are robust. How can I test for heteroscedasticity in a probit model and how do i calculate robust estimates...
