HETEROTEST—Tests for Heteroscedasticity

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

HETEROTEST—Tests for Heteroscedasticity

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HETEROTEST.RPF is an example of tests for heteroscedasticity. It's adapted from Wooldridge(2009), Example 8.4 from pages 273-274.

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