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Dear sir
i have 2 years of data and i pooled them. then i run heteroskedasticity-corrected
estimator found in gretl. however, i am not sure whether this estimator is the same of
feasible GLS i have red about in gretl guidelines and stated i woolderege book (2003).
please, help me on this matter.
best regards
redwan
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On Sat, 13 Oct 2012, redwan ahmed wrote:
i have 2 years of data and i pooled them. then i run
heteroskedasticity-corrected estimator found in gretl.
however, i am not sure whether this estimator is the same of
feasible GLS i have red about in gretl guidelines and stated
i woolderege book (2003). please, help me on this matter.
There is an explicit account of the algorithm for gretl's
"hsk" command in the help entry for hsk.
Allin Cottrell
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redwan ahmed