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- Sun Dec 01, 2013 7:18 pm
- Forum: Estimation
- Topic: Serial Correlation - Matrix Size Mismatch
- Replies: 1
- Views: 2238
Serial Correlation - Matrix Size Mismatch
Hi, I'm running a regression with OLS and I'd like to test the residuals for heteroskedasticity and serial correlation, so that I can adjust the covariance matrix with White or HAC, if necessary. Yet, I cannot test for Serial Correlation. No matter how many lags I try to include. When I try to run B...