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
lmcovvar computes (VAR) Breusch-Pagan Diagonal Covariance Matrix Test after var command
Requires: Stata version 11
Keywords: SUR; VAR; Breusch-Pagan test; diagonal covariance matrix test (search for similar items in EconPapers)
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.
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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)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457529
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