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.
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.
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