panel data hetroscedasticity

For econometric discussions not necessarily related to EViews.

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kazmi89
Posts: 14
Joined: Thu Sep 11, 2014 4:07 pm

panel data hetroscedasticity

Postby kazmi89 » Thu Feb 12, 2015 1:07 pm

DEER MEMBERS I WOULD LIKE TO ASK that: can we apply GLS weights in fixed effect model? can you please give me some explanation about these weights because i am little bit confused in interpreting/explaining the cross sectional weights i.e" does it means that cross sectional weights are being applied when at same time period different countries have different values of the dependent variable"????

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