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mss

swMATH ID: 37464
Software Authors: José António Machado; João Santos Silva
Description: MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions. mss computes the Machado-Santos Silva (2000, Glejser’s Test Revisited, Journal of Econometrics, 97, 189-202 ) heteroskedasticity test for quantile and OLS regressions
Homepage: https://econpapers.repec.org/software/bocbocode/s457370.htm
Dependencies: Stata
Related Software: gnm; Human Mortality; quantreg; StMoMo; Stata; Median-Bilinear-Models; GitHub; R
Cited in: 2 Documents

Cited by 1 Author

2 Santolino, Miguel

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