Problems with the White's heteroskedasticity test

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kmr
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Joined: Fri Oct 28, 2011 2:46 am

Problems with the White's heteroskedasticity test

Postby kmr » Fri Oct 28, 2011 3:06 am

Hi!

I'm supposed to test the heteroskedasticity of my data but I can't perform the White's test because it keeps sending an error message saying that I have "insufficient number of observations" and I can't figure out how it can be. I can get the Breusch-Pagan-Godfrey test to work but not the White's test (which I prefer) and I dunno what is the problem because the data I'm performing the tests is excatly the same.

So why the Breusch-Pagan-Godfrey test can work but not the White's test?

I'm working with time series data with seven independent variables (one is a dummy-variable) and they all have 136 observations so it can't be that there are some values missing...

Have anyone had the same problem before? And is it the problem in my data or some maybe some settings in E-views ? (I'm using the version 7)

Please help!I'm getting really frustrated with this..
Thankyou!

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