[Gretl-users] diagnostics for tsls

[Sven Schreiber]

Hello again,

I noticed that the diagnostic LM tests for autocorrelation (--autocorr) 
and heteroskedasticity (--white) are not available after TSLS. (This 
occurred in a script, haven't checked the GUI.) Is there any particular 
reason for it (apart from the classic "development time is limited...")?

And why then is the arch test (--arch) possible? Has it slipped by, 
possibly not doing the right thing in the TSLS case?


Thanks,
Sven