how to remove heteroscedasticity b/n endogenous variabes
Posted: 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
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