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coef covariance method

Posted: Thu May 07, 2015 2:17 am
by tommyez
Hi everyone, currently I am doing fixed effect regression, but I have heteroscedasticity and autocorrelation problem, I want to use robust standard error as the treatment of my problem. My Question is, which coef covariance method should I use? Thanks

Best Regards,
Tommy

Re: coef covariance method

Posted: Thu May 07, 2015 11:00 am
by EViews Glenn
White period allows for general correlation structures within a cross-section. It's clustered standard errors, where the cross-section is the cluster identifier. Note that this is more general than autocorrelation.