MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
José António Machado and
João Santos Silva ()
Statistical Software Components from Boston College Department of Economics
mss computes the Machado-Santos Silva (2000, Glejser's Test Revisited, Journal of Econometrics, 97, 189-202 ) heteroskedasticity test for quantile and OLS regressions.
Requires: Stata version 11.1
Keywords: OLS; quantile regression; heteroskedasticity (search for similar items in EconPapers)
Date: 2011-11-28, Revised 2012-05-01
Note: This module should be installed from within Stata by typing "ssc install mss". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mss.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457370
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