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st: executing hettest following qreq


From   "Rodriguez, Dan (FIRMMKTRSK)" <[email protected]>
To   <[email protected]>
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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