R - Econometrics - Wald test and autocorrelation [closed]

0

Good afternoon,

I would like to know how to perform the Wald Test (for heteroscedasticity) and the test proposed by Wooldridge for autocorrelation.

I am using panel data (unbalanced), with Pooled OLS, Fixed Effects and Random Effects with the library (plm).

Could anyone tell me?

    
asked by anonymous 02.05.2018 / 20:30

1 answer

2

I noticed that your question looks for very specific tests, if it helps you. I use for autocorrelation durbin watson

    DW<-dwtest(lm(Y~X))

Heteroskedasticity. goldfeld quandt

   GQ2<-gqtest(lm(Y~X))

Until then I only know them in function lm and I did not succeed using them in auto-regressors.

    
02.05.2018 / 23:56