Tests for Heteroskedasticity

[Weaver102406]

I would like to perform a test for heteroskedasticity and have referenced the help manual, which instructs me to select View/Residual Diagnostics/Heteroskedasticity Tests. Unfortunately, the only option that is shown is the Histogram - Normality option. I am using Eviews 7.

Thanks!

[startz]

You may have clicked on the wrong menu choice. The heteroskedasticity tests are right there. (Unless something is screwed up with your copy of EViews.)

[Weaver102406]

I typed in "eq3.white(c)" and was told that the option was not available for panel equations. I changed my dataset to unstructured/undated from the dated panel and was able to perform the tests.

A second question that I have is related to the choices when I run a panel regression. There are three options for White: cross-section, period, and diagonal. I cannot find an explanation in the manual of their differences. Which should I use -- I have an unbalanced panel dataset for a period of 10 years.

Thanks!

[startz]

I typed in "eq3.white(c)" and was told that the option was not available for panel equations. I changed my dataset to unstructured/undated from the dated panel and was able to perform the tests.

A second question that I have is related to the choices when I run a panel regression. There are three options for White: cross-section, period, and diagonal. I cannot find an explanation in the manual of their differences. Which should I use -- I have an unbalanced panel dataset for a period of 10 years.

Thanks!

Sorry. I think the test option is not available for panel data sets.
If you look in the Help index under Panel estimation/GLS weights you'll find a brief discussion.

[Weaver102406]

I found it. Thank you for your help!