White Heteroskedasticity-Consistent Standard Errors

[msiamj]

Dear all,

I am currently using Eviews 6 to test my cross sectional data. By using White test, I found a heteroscedasticity problem in my result. Thus, following the guide, I try to solve this problem using "Heteroskedasticity Consistent Covariance" in Estimate Equation. The result shows an increase in coefficient's standard error, but when I try to test the estimated result with White test, the p-value remains the same. Am I done the steps wrongly? or the way I test is wrong? Is it correct if I test the result using White test again for heteroscedastocity like what i did?

May I know what is the correct way of using Heteroskedasticity Consistent Covariance to eliminate the heteroscedasticity in my model?

Thanks in advance.

[learner]

Dear Sir

The same is problem with me, did you find the solution.
It would be nice of you if you sahre it .

[startz]

White's method does not eliminate heteroskedasticity. It corrects the standard errors to account for the heteroskedasticity.