st: PCSE and heteroscedasticity

[Erlend Gar�sen <e.f.garasen@usit.uio.no>]

Hi,

I have a huge heteroscedasticity problem with my time-series data, but 
after reading  Beck/Katz article in APSR (Vol. 89, No. 3 1995) regarding 
PCSE, it seems that this method also corrects for heteroscedasticity in 
addition to autocorrelation - am I right?

Thanks in advance!

Erlend
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