Heteroskedasticity and Autocorrelation testing in panel data

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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RheaMaria
Posts: 14
Joined: Fri Jan 09, 2015 5:35 pm

Heteroskedasticity and Autocorrelation testing in panel data

Postby RheaMaria » Sun Jan 11, 2015 3:21 pm

Hi All,

I'm estimating a fixed effects panel regression and have five so with White Period Standard Errors but I was wondering how to test for heteroskedasticity, autocorrelation or serial correlation?

I have Eviews 7 and Eviews 8 but no access to add-ins. I would really appreciate the help as I do need to show some testing for my paper.

Best
Rhea

adnma
Posts: 12
Joined: Wed Sep 02, 2015 2:43 am

Re: Heteroskedasticity and Autocorrelation testing in panel

Postby adnma » Tue Oct 13, 2015 4:42 am

For autocorrelation use DW statistic in regression output...
Eviews offers no test for Heterosck.


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