Heteroskedasticity in panel data

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gerrard
Posts: 17
Joined: Sun Mar 02, 2014 5:38 am

Heteroskedasticity in panel data

Postby gerrard » Thu Jun 12, 2014 5:23 am

Hi,

I'm using EViews 7.2.
I have found out that there is no built-in method to test/control for heteroskedasticity in panel data.
But in when estimating, I can choose from some options under Coef covariance method (see picture).
Doesn't that solve the problem? If yes, which option do I need to choose in order to control for both cross-sectional and period heterosk.?

Thanks!
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heteroskadj.jpg
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gerrard
Posts: 17
Joined: Sun Mar 02, 2014 5:38 am

Re: Heteroskedasticity in panel data

Postby gerrard » Wed Jun 18, 2014 1:54 am

Noone?


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