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st: executing hettest following qreq


From   "Rodriguez, Dan (FIRMMKTRSK)" <Dan.Rodriguez@morganstanley.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: executing hettest following qreq
Date   Wed, 10 May 2006 17:24:15 -0400

Has anyone implemented a hettest following a qreg regression? I would
like to test to what extent qreq offsets the level of heteroscedasticity
in my residuals?

Dan Rodriguez
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