Re: [Gretl-users] Sv: Gretl-users Digest, Vol 26, Issue 5
On Sun, 14 Jun 2009 bulent.miran(a)ege.edu.tr wrote:
I checked out the older versions and saw it begins with
heteroscedasticity
corrected not WLS.
Ah, that's just a matter of different labeling. The
"hereroskedasticity corrected" model is in fact just WLS, with the
weights based on the estimated error variance.
Allin Cottrell