Panel data analysis

[nfmohammed]

Hi

When I run panel analysis under eviews 7 under Fixed period effect, and I chose for Period SUR for GLS weight and Covariance method, I got the message of

"Selected robust covariance method not allowed for cross-section SUR estimation"

However, it was working well in eviews 6 before, Can you explain why is it like that?

Is there anyone who could explain on how to test heteroscedasticity and autocrrelation in panel analysis? This question was asked many times and there is no response from eviews people. Thanks

N

[EViews Gareth]

http://forums.eviews.com/viewtopic.php? ... bust#p7299