heteroskedasticity test : technical problem maybe
Posted: Fri May 08, 2020 12:08 pm
Dear all,
Hello,
I would to ask a question about heteroskedasticity.
Actually, after having the results of my estimations using fixed effect model for paned data (for 2 countries; period of 17 years) when i try to run the test of heteroskedasticity (diagno test) eviews dont allow me, and share as message : "cross-section effects with period GLS weights not allowed". I dont know why !
If any one can share the Reason, i would be grateful.
Thank you in advance
Hello,
I would to ask a question about heteroskedasticity.
Actually, after having the results of my estimations using fixed effect model for paned data (for 2 countries; period of 17 years) when i try to run the test of heteroskedasticity (diagno test) eviews dont allow me, and share as message : "cross-section effects with period GLS weights not allowed". I dont know why !
If any one can share the Reason, i would be grateful.
Thank you in advance