residuals diagnostics GMM

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pka
Posts: 23
Joined: Wed Apr 25, 2018 1:54 pm

residuals diagnostics GMM

Postby pka » Tue Sep 07, 2021 11:04 am

Hello,

Is there an option to conduct a heteroskedasticity test on the residuals for an equation object estimated using GMM? I don't see any relevant options under the view residual diagnostics as opposed to the case of an equation estimated by OLS.

Thanks

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