Programming heteroscedasticity tests
Posted: Sun Apr 13, 2014 3:06 am
I tried everything I could think of, but the hettest function doesn't work as it says in the manual. For example including White cross terms in the auxilliary regression doesn't work and only gives me a regression with the terms themselves:
Other functionality is als not working, while it does work perfectly using the dialog screens.
Is this an issue only I have or is something going on with the latest Eviews version?
I have Eviews 8, latest patch (from February).
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eq.hettest(type=white) @white(@regs)Is this an issue only I have or is something going on with the latest Eviews version?
I have Eviews 8, latest patch (from February).