Tobit model: Solving the problem of autocorrelation
Posted: 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.
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.