when i run the panel data regression with cross-section weights, in the eviews output, the method is shown as panel EGLS method (cross-section weights)
EGLS method is used in case of heteroskedasticity or auto-correlation problems. This method will give you more better results and high significance most of time.
EGLS method is used in case of heteroskedasticity or auto-correlation problems. This method will give you more better results and high significance most of time.