White's estimator equation

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

jnkfoune
Posts: 14
Joined: Mon Aug 13, 2012 12:44 am

White's estimator equation

Postby jnkfoune » Fri Sep 14, 2012 8:30 pm

Hello!

I am running the White's heteroscedastic-consistant estimator in a simple linear regression Y= a+bX X being a dummy variable. I wanted to know what equation is using White, I looked on the internet and have trouble understanding well, I am writing a paper and try to justify the use of White!

Thank you for your help.

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest