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!
Heteroskedasticity in panel data
Moderators: EViews Gareth, EViews Moderator
Heteroskedasticity in panel data
- Attachments
-
- heteroskadj.jpg (272.85 KiB) Viewed 3706 times
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 1 guest
