EconPapers    
Economics at your fingertips  
 

LMCOVVAR: Stata module to compute (VAR) Breusch-Pagan Diagonal Covariance Matrix Test

Emad Shehata () and Sahra Mickaiel ()

Statistical Software Components from Boston College Department of Economics

Abstract: lmcovvar computes (VAR) Breusch-Pagan Diagonal Covariance Matrix Test after var command

Language: Stata
Requires: Stata version 11
Keywords: SUR; VAR; Breusch-Pagan test; diagonal covariance matrix test (search for similar items in EconPapers)
Date: 2012-10-06
Note: This module should be installed from within Stata by typing "ssc install lmcovvar". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmcovvar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmcovvar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmcovvar.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmcovvar.dta sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457529

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

 
Page updated 2017-10-15
Handle: RePEc:boc:bocode:s457529