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by Florian87
Wed Aug 19, 2015 3:41 pm
Forum: Econometric Discussions
Topic: Koenker-Basset (KB) heteroscedasticity test
Replies: 1
Views: 3338

Re: Koenker-Basset (KB) heteroscedasticity test

Is the Koenker-Basset heteroscedasticity test the same as the slope equality test in Eviews (Koenker and Basset, 1982)?

Quick/Estimation Equation/Method: QREG-Quantile Regression (including LAD) and then View/Quantile Process/Slope Equality Test

Any help is appreciated ;)
by Florian87
Wed Aug 19, 2015 2:09 pm
Forum: Econometric Discussions
Topic: Koenker-Basset (KB) heteroscedasticity test
Replies: 1
Views: 3338

Koenker-Basset (KB) heteroscedasticity test

Hi there,

how can I do the Koenker-Basset (KB) heteroscedasticity test on Eviews?

Many thanks for your help!

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