SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Wed, 03 Aug 2016 08:59:23 +0000Remove Autocorrelation and heteroskedasticity of a time series regression modelhttp://community.econometrics.com/question/723/remove-autocorrelation-and-heteroskedasticity-of-a-time-series-regression-model/ Hi,
I have some problems of autocorrelation (serial correlation) and heteroskedasticity in a regression model but I don't know how to remove it. I read on the net that we have to use the Newey-West estimator but I don't know how the way to use it on Shazam.
Thanks a lot,
Brice BriceWed, 03 Aug 2016 08:59:23 +0000http://community.econometrics.com/question/723/Is there a way to estimate a Vector Error Correction Model in SHAZAM?http://community.econometrics.com/question/547/is-there-a-way-to-estimate-a-vector-error-correction-model-in-shazam/I want to estimate a Vector error correction model using monthly data. ftsiboeMon, 06 Oct 2014 03:43:02 +0000http://community.econometrics.com/question/547/