Hello and thank You in advance!
I am performing a time series regression with N=650 and T=1, since my model shows evidence of serial correlation and heteroscedasticity, what method would be the most suitable in this case, to get corrected standard errors??
I have tried to use the -xtscc- command but it returns me the following error:
it seems a problem with my dataset but if I use the -reg- command it didn't appear, could anyone help me ??
Thanks
I am performing a time series regression with N=650 and T=1, since my model shows evidence of serial correlation and heteroscedasticity, what method would be the most suitable in this case, to get corrected standard errors??
I have tried to use the -xtscc- command but it returns me the following error:
Code:
xtscc euribor MEonia driscoll(): 3301 subscript invalid <istmt>: - function returned error r(3301);
Thanks
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