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 ;)
Search found 2 matches
- Wed Aug 19, 2015 3:41 pm
- Forum: Econometric Discussions
- Topic: Koenker-Basset (KB) heteroscedasticity test
- Replies: 1
- Views: 3338
- 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!
how can I do the Koenker-Basset (KB) heteroscedasticity test on Eviews?
Many thanks for your help!
