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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.

Dear Sir

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

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