REGRESET—regression post-processor for RESET test
Posted: Wed Mar 11, 2015 4:59 pm
@REGRESET is a regression post-processing procedure for doing a Ramsey RESET test. This works directly off the previous regression. It can do different powers and includes an option for doing principal components to reduce the dimensionality.
REGReset.src
Detailed description
REGReset.src
Detailed description