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LMHNLSUR: Stata module to perform Overall System NL-SUR Heteroscedasticity Tests

Emad Shehata ()

Statistical Software Components from Boston College Department of Economics

Abstract: Stata Module to Compute Overall System NL-SUR Heteroscedasticity Tests

Language: Stata
Requires: Stata version 10
Keywords: Overall System NL-SUR Heteroskedasticity Tests; Engle; Hall-Pagan; Breusch-Pagan (search for similar items in EconPapers)
Date: 2012-07-23
Note: This module should be installed from within Stata by typing "ssc install lmhnlsur". 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/l/lmhnlsur.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhnlsur.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhnlsur.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhnlsur.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457491

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