residuals diagnostics GMM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

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

Return to “Estimation”

Who is online

Users browsing this forum: Google [Bot] and 24 guests