het.test: White's Test for Heteroskedasticity

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

Getting started

Package details

AuthorSebastian Andersson
MaintainerSebastian Andersson <sebastian.andersson@statistik.uu.se>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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het.test documentation built on May 1, 2019, 6:31 p.m.