I would like to test the normality assumption of the errors and test for heteroskedacity in the tobit model. I have been reading about it but could not find out what tests are available in eViews for the Tobit model.
I would very much appreciate any kind of help.
Thank you and all the best,
Marianne
tobit model: test normality assumption and heteroskedacity
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maaariiianne
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Re: tobit model: test normality assumption and heteroskedaci
EViews doesn't have one built-in.
Our reading of the literature is that none of the current tests performs very well. In principle, you could compute them yourself, but unfortunately, we don't have any built-in. Sorry.
:(
Our reading of the literature is that none of the current tests performs very well. In principle, you could compute them yourself, but unfortunately, we don't have any built-in. Sorry.
:(
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