ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Performs a heteroscedasticity-consistent LM test for the orthogonality between the residuals from the most recent regression and the input test variables. See, for instance, Wooldridge, "Econometric Analysis of Cross Section and Panel Data", MIT Press.

Language: RATS
Requires: RATS 5.10
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/robustlmtest.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00187

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