Search found 3 matches

by yay.emet
Fri May 29, 2009 1:44 am
Forum: Estimation
Topic: serial correlation
Replies: 1
Views: 3722

serial correlation

kindly assist - how do i estimate a model without Newey West correction but including an AR(1) term in the regression to account for the serial correlation?
by yay.emet
Thu May 28, 2009 10:42 pm
Forum: Estimation
Topic: corrected White test output
Replies: 4
Views: 12047

Re: corrected White test output

thank you, appreciate your help (:
by yay.emet
Thu May 28, 2009 11:43 am
Forum: Estimation
Topic: corrected White test output
Replies: 4
Views: 12047

corrected White test output

how do I run a regression (obtain output) that is corrected for heteroskedascity (white correction)?

:?: :D

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