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het.test (version 0.1)

White's Test for Heteroskedasticity

Description

An implementation of White's Test for Heteroskedasticity as outlined in Doornik (1996).

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Version

Install

install.packages('het.test')

Monthly Downloads

8

Version

0.1

License

GPL (>= 2)

Maintainer

Sebastian Andersson

Last Published

February 28th, 2013

Functions in het.test (0.1)

whites.htest

White's Test for Heteroskedasticity
whitetest-class

Class "whitetest"
het.htest-package

Package for White's Test for Heteroskedasticity
show-methods

Methods for The Output of whites.htest