Hello,
I was trying to test a heteroscedasticity test between 6 endogenous variables via var and finally the result shows there is
a heteroscedasticity problem. Then i transform the data into log and run again but the problem is still there.
Is there anyway i could do more remedies to remove the heteroscedasticity?
Thank you
how to remove heteroscedasticity b/n endogenous variabes
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