[Gretl-users] Sv: Gretl-users Digest, Vol 26, Issue 5

Allin Cottrell cottrell at wfu.edu
Sun Jun 14 13:03:08 EDT 2009


On Sun, 14 Jun 2009 bulent.miran at 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


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