panel data hetroscedasticity
Posted: 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"????