residuals diagnostics GMM
Posted: 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
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