Dear All,
I am stuck with a problem. I have made a model of growth of gdp as dependent variable and growth agriculture, services and manufacturing sectors as independent variables.
The regression was found significant along and autocorrelation is also fine. However, I am having problem in heteroskedasticity.
The heterskedasticity was found present in the model. My problem is that the data has some negative values due to which I can't take the log of the values to transform and run the model again.
Any suggestions?
Regards,
Bilal Ahmed
Heteroskedasticity (Need Help)
Moderators: EViews Gareth, EViews Moderator
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Heteroskedasticity (Need Help)
Use heteroskedastic-robust standard errors, the (h) option for least squares.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
