RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Performs a Goldfeld-Quandt type (sample partition) test for heteroscedasticity, applied to a series (such as recursive residuals) that are already assumed to be independent.

Language: RATS
Requires: RATS 6.00
Keywords: Goldfeld-Quandt test; heteroscedasticity test (search for similar items in EconPapers)
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https://www.estima.com/procs_perl/rrgqtest.src (text/plain)

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