Heteroskedasticity in panel data
Posted: 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!
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!