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Re: st: panel-level heteroskedasticity

From   Clive Nicholas <>
Subject   Re: st: panel-level heteroskedasticity
Date   Fri, 13 Feb 2009 01:06:52 +0000

Nola Agha wrote:

>   I see here:
> some advice for testing for panel-level heteroskedasticity.  Can anyone confirm
> that the null hypothesis for the LR test is "no heteroskedasticity"?


> I actually have a dynamic panel data model.  I used the above LR test without
> the lagged dv.  Does anyone know of a test for heteroskedasticity for dynamic
> panel models?

-findit ivreg2-
-findit ivhettest-

Clive Nicholas

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