Choice between standard errors

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jiya
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Joined: Sat May 16, 2009 8:25 am

Choice between standard errors

Postby jiya » Thu Apr 21, 2011 11:02 am

Hi guys, m estimating a panel model. Here I need to correct for heteroscadisity. But m bit confused about different corrective tools. In particular I want to know what criterion should one follow to choose between White cross-section standard errors and White diagonal standard errors approaches. Please help.

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