Koenker-Basset (KB) heteroscedasticity test

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Florian87
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Joined: Wed Aug 19, 2015 2:01 pm

Koenker-Basset (KB) heteroscedasticity test

Postby Florian87 » Wed Aug 19, 2015 2:09 pm

Hi there,

how can I do the Koenker-Basset (KB) heteroscedasticity test on Eviews?

Many thanks for your help!
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Florian87
Posts: 2
Joined: Wed Aug 19, 2015 2:01 pm

Re: Koenker-Basset (KB) heteroscedasticity test

Postby Florian87 » Wed Aug 19, 2015 3:41 pm

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 ;)
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