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hi,
I am trying to test for Heteroskedasticity and/or autocorrelation in my panel regression in Eviews 9. There do not appear to be the necessary tests available. The serial correlation LM test and Heteroskedasticity test is only available for a Undated Data. Is there another way to test them for Panel Data?

Tanz

Heteroskedasticity tests are build in under View->Residual Diagnostics->Heteroskedasticity test.

The Arrelano-Bond autocorrelation test is available if you have estimated via DPD.

Unfortunatly There is no Heteroscedasticity test in View->Residual Diagnostics->Heteroskedasticity test in my Panel Data. it is only available in undated Data .

and Arrelano Bond serial Korrelation test is only available for GMM equations estimated by first differentes.

Is there any other way?

Thanks

Thank you for your answer. but in my Data is not Hetroskedasticity test Avalble. I have Student Version. Maybe is there problem?

Thank you for your answer. but in my Data is not Hetroskedasticity test Avalble. I have Student Version. Maybe is there problem?

Do you have EViews 10 Student Version?

I have student version 9.

You’ll need 10

Thank you for your answer.
I have Eeviews student 10 installed. Now I have another problem. how can I remove the hetroskedasticity in EViews 10?

Thanx

There are a number of covariance matrix options available to rectify problems such as heteroskedasticity. Which one you use is entirely up to you and your data.