Panel data (Robustness test)

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Paneldatadummies
Posts: 3
Joined: Tue Oct 30, 2012 2:51 pm

Panel data (Robustness test)

Postby Paneldatadummies » Wed Nov 21, 2012 2:13 am

Anyone knows how to check the autocorrelation, heteroskedasticity and multicollinearity for panel data analysis?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel data (Robustness test)

Postby EViews Gareth » Wed Nov 21, 2012 8:49 am

There's nothing built in.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel data (Robustness test)

Postby startz » Wed Nov 21, 2012 11:02 am

Although there is a Durbin-Watson reported...
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Panel data (Robustness test)

Postby EViews Glenn » Wed Nov 21, 2012 11:35 am

http://forums.eviews.com/viewtopic.php? ... dge#p16128
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