[Gretl-devel] Heteroskedasticity tests other than White's

[andreas.rosenblad at ltv.se]

On Thu, Mar 27, 2008 at 5:25 AM, Allin Cottrell <cottrell at wfu.edu>
wrote:

> Mariusz is right, these are not (yet) built-in commands, but since
> this is not the first time the Breusch-Pagan test has been
> requested, I've added it in CVS.

[...]

> # shortcuts, new in gretl CVS
> ols 1 0 xlist --quiet
> lmtest --breusch
> lmtest --breusch --robust  # invokes Koenker

Could you also add a menu entry for this in the GUI, please?

Maybe a rearrangement with two entries:
Tests > Heteroskedasticity > White's test
Tests > Heteroskedasticity > Breusch-Pagan test

Best regards
Andreas Rosenblad