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by danielpark
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...
by danielpark
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...

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