Regression Number

Regression Models

OLS Assumption

Violations

Testing Heteroskedasticity

Testing

Autocorrelation

Correcting Heteroskedasticity and Autocorrelation

1

Crossectional OLS

Heteroskedasticity

-

Breusch-Pagan Test

-

Robust Standard Errors

2

Crossectional OLS

Autocorrelation

-

-

Breusch-Godfrey Test

Robust Standard Errors

3

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

5

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

9

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

13

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

14

Crossectional OLS

Autocorrelation

-

-

Breusch-Godfrey Test

Robust Standard Errors

16

Crossectional OLS

Heteroskedasticity

Heteroskedasticity

Breusch-Pagan Test

-

Robust Standard Errors

22

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

24

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

25

Crossectional OLS

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

-

Robust Standard Errors

26

Crossectional OLS

Autocorrelation

-

-

Breusch-Godfrey Test

Robust Standard Errors

29

Fixed Effects

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

30

FixedEffects

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

32

FixedEffects

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

37

RandomEffects

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

38

RandomEffects

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

39

RandomEffects

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

40

RandomEffects

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

41

RandomEffects

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

42

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

44

DynamicPanelData

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

45

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

47

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

48

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

49

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

50

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

51

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

56

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

57

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

58

DynamicPanelData

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

61

DynamicPanelData

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

62

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

63

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

64

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

65

DynamicPanelData

Heteroskedasticity

Autocorrelation

Breusch-Pagan Test

Wooldridge’s test

Vector Robust Standard Errors

68

DynamicPanelData

Autocorrelation

-

-

Wooldridge’s test

Vector Robust Standard Errors

69

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors

70

DynamicPanelData

Heteroskedasticity

-

Breusch-Pagan Test

-

Vector Robust Standard Errors