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Heteroskedasticity tests in EViews

5.8K views
Feb 26, 2023
12:03

Today we are investigating how to apply and interpret several heteroskedasticity tests in EViews, including the Breusch-Pagan, Harvey, Glejser, White, ARCH, and Ljung-Box Q tests as well as discussing the implementation of the EViews custom test wizard. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Econometrics! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation

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Heteroskedasticity tests in EViews | NatokHD