Search found 2 matches
- Mon Aug 12, 2013 2:04 pm
- Forum: Estimation
- Topic: Create a diagonal matrix to overcome heteroscedasticity
- Replies: 2
- Views: 2798
Re: Create a diagonal matrix to overcome heteroscedasticity
Thank you, especially for that second reference, looks quite useful!
- Sat Aug 10, 2013 11:26 am
- Forum: Estimation
- Topic: Create a diagonal matrix to overcome heteroscedasticity
- Replies: 2
- Views: 2798
Create a diagonal matrix to overcome heteroscedasticity
Hi, I just started using EViews 7 and I admit I'm not very adept in econometrics, too. I tried to find an answer to my problem in the EViews user guide and here in the forum, but without succes. I have a data series containing stock prices, 100 observations approximately. I simply want to perform a ...