heteroskedasticity test !
Posted: Sat May 09, 2020 6:22 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 any response, i would be grateful.
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 any response, i would be grateful.