how to remove heteroscedasticity b/n endogenous variabes

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resbaby
Posts: 5
Joined: Tue Apr 15, 2014 1:04 am

how to remove heteroscedasticity b/n endogenous variabes

Postby resbaby » Fri May 02, 2014 2:30 am

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

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