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st: How to test heterokedasticity for 120 periods


From   Xixi Lin <winnielxx@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: How to test heterokedasticity for 120 periods
Date   Tue, 19 Feb 2013 19:01:44 -0500

Hi,

I am trying to test test heterokedasticity for 120 periods. I randomly
tested for 3 periods, using white tests, and the result shows it is
homokedasticity. But I want to make sure that all 120 periods are
homokedasticity. Does anyone knows how to write a loop to test it? As
a result, I hope it tells me which period or if any periods are not
homokedasticity.

Thanks a lot.

Best,
Xixi Lin
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