VAR residual heteroskedasticity test

[Orhan Karaca]

Hello,

I wonder whether a program for VAR residual heteroskedasticity test is available in Stata or not?

Thanks
Orhan

[Orhan Karaca]

Hello,

I wrote a program for VAR residual heteroskedasticity test. It can be downloaded here: https://sites.google.com/site/okaraccaeng/code I was waiting for your comment to correct possible mistakes.

Thanks
Orhan

[Ivan Manhique]

Hi Orhan,

I was searching on how to test for heteroskedasticity in Stata and found this thread. However, your link is not working anymore. Do you have an alternative one or could you past the codes here?

Thanks,
Ivan