I have a panel with annual observations for companies starting 1992 to 2006. Companies are also divided based on their industry so i have ten industries. I need to correct the data for Heteroskedasticity, Autocorrelation and Multicolinearity. Can anyone help?
Thank you in advance.
Kind regards,
Yasen
Heteroskedasticity, Autocorrelation, Multicolinearity
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YasenIvanov
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