Hi -
I see here:
http://www.stata.com/support/faqs/stat/panel.html
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?
Thanks,
Nola
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