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st: Heteroskedasticity test with xtivreg2


From   Ricardo Dias de Oliveira Brito <RicardoDOB@insper.org.br>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Heteroskedasticity test with xtivreg2
Date   Tue, 1 Dec 2009 14:35:06 -0200

Dear all,

Does anybody know how to perform the Pagan-Hall heteroskedasticity test with xtivreg2? The command ivhettest used with ivreg2 is not recognized.

Thanks,
Ricardo

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