test for heteroskedasticity

[parastou amirifar]

Hi.I have a question I searched for a lot, but I did not find an answer. How can we test the heteroskedasticity after performing newey?

[Carlo Lazzaro]

Parastou:
welcome to this forum.
-newey- assumes that the error structure is heteroskedastcic and possibly autocorrelated up to a given lag (see -newey- entry in Stata .pdf manual).
Hence, Newey-West standard errors are by defauls robust to heteroskedasticity.
As a consequence, testing for heteroskeadsticity after -newey- does not make sense.

[parastou amirifar]

Thanks carlo for your response.