GLS weights

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

GLS weights

Postby kazmi89 » Tue Feb 17, 2015 11:05 am

dear members i would like to ask few questions:
1: if our series is stationary with intercept and trend but it is not stationary with intercept only, then can we conclude that our variable is stationary?
2:as my coefficients become highly significant after applying CROSS SECTIONAL GLS weights, can i simply apply GLS weights to my data set without testing for hetroscedasticity?

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