Heteroskedasticity and Autocorrelation testing in panel data
Posted: Sun Jan 11, 2015 3:21 pm
Hi All,
I'm estimating a fixed effects panel regression and have five so with White Period Standard Errors but I was wondering how to test for heteroskedasticity, autocorrelation or serial correlation?
I have Eviews 7 and Eviews 8 but no access to add-ins. I would really appreciate the help as I do need to show some testing for my paper.
Best
Rhea
I'm estimating a fixed effects panel regression and have five so with White Period Standard Errors but I was wondering how to test for heteroskedasticity, autocorrelation or serial correlation?
I have Eviews 7 and Eviews 8 but no access to add-ins. I would really appreciate the help as I do need to show some testing for my paper.
Best
Rhea