GLS weights
Posted: 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?
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?