I am working on a Dynamic Panel Model in Stata, i tested for the serial correlation and the heteroskedasticity (LM test and Breusch-Pagan test), and there is no serial correlation but the panels are heteroskedastic.
So, my first question is: how do i do to correct the heteroskedasticity ??
Please note that I'm working on a Dynamic Panel ( ARDL Panel ). I tested for the suitable model (MG or PMG or DFE) and the PMG is the suitable model for my Data according to the test.
My second question: is the heteroscedasticity a serious problem in an ARDL Panel ??
Related Posts with heteroskedasticity in dynamic panel
xtdidregress using continous treatment variable - ERROR insufficient observationsHi, I have survey data on individual firms from 2008-2017. I want to test how a reform that happene…
Placebo test for model with fixed-effectsDears, I have a question about the model specification that I wonder if people can share their thou…
Set seed command not respected for -bsqreg-Hi all, I am using the following code to attempt to get reproducible results for a median regressio…
Categorical data analysis (likert scale)Hello everyone, I'm working with categorical data on likert scale (4 scales) referred to the same sa…
Placebo test for model with fixed-effectsDears, I have a question about the model specification that I wonder if people can share their thou…
Subscribe to:
Post Comments (Atom)
0 Response to heteroskedasticity in dynamic panel
Post a Comment