The version of Econometrics Toolkit that I have (ver. 2, 1990), has tests for heteroscedasticity for linear regression, but doesn't have the GH test. If it's an econometrics test, you might see if there's a later version of ET which would have it. Econometric Software, Inc., 43 Maple Ave., Bellport, NY 11713, (516) 286-7049.
Mike On Mon, 17 Feb 2003 [EMAIL PROTECTED] wrote: > Hi > > Would someone please tell me how can I perform Ghysels -Hall test for > structural stability(GH test) and how it can be used in testing hypothesis > in non-linear regression. I will be grateful if someone direct me toward any > econometric software package or source code in this regard. > > > Thanks a bunch for your help. > > Barbe > > > > > > > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
