Tobit model: Solving the problem of autocorrelation

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elinealders
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Joined: Wed Apr 10, 2013 12:56 am

Tobit model: Solving the problem of autocorrelation

Postby elinealders » Wed Apr 10, 2013 2:08 am

Hello,


For my masterthesis I have used a tobit regression. However, I have noticed a problem of autocorrelation.
I wanted to solve this, using the White period but this function is not available for a tobit regression.
Can anyone help me to solve this problem of autocorrelation, when using the tobit model?

Many thanks in advance.

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