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

Amir Reza Khosroshahi amir.khosroshahi at gmail.com
Wed Mar 26 08:13:42 EDT 2008


Hi,

Are heteroskedasticity tests other than the White test available built-in in
gretl?
Namely, I'm looking for an easy way to carry out the Breusch-Pagan/Godfrey
and the Goldfeld-Quant tests of heteroskedasticity.
(Of course I don't know if these names are the standard names of test, as I
am using the names in our textbook Johnston-DiNardo.)

And I'm sorry if my question is asked before! I did not know how I could
search the mailing list archive.
Thanks

-- 
<signature>
Amir Reza Khosroshai
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