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Remove Autocorrelation and heteroskedasticity of a time series regression model

asked 2016-08-03 08:59:23 +0000

Brice gravatar image

updated 2016-08-03 12:59:39 +0000

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

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answered 2016-08-24 02:14:48 +0000

Emad Shehata gravatar image

Ols y x1 x2 / hetcov

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Asked: 2016-08-03 08:59:23 +0000

Seen: 330 times

Last updated: Aug 24 '16