Im using the ARDL model for my data and i got results of hausman test that pmg model is preffered. Now i want to check for heteroscedasticity and autocorrelation;
- How can i test the results i got from PMG for heteroscedasticity and autocorrelation?
i tried using
"imtest, white "whites test
"hettest" Breusch-Pagan Test
"xttest0" Breusch and Pagan LM test for random effects
But it seems they require OLS, RE or simple regression results to estemate.
- i used "tqptest" Bias-corrected Born and Breitung (2016) test on residuals generated from PMG results, is the right way to test for autocorrelation?
- How can i test the results i got from PMG for heteroscedasticity and autocorrelation?
i tried using
"imtest, white "whites test
"hettest" Breusch-Pagan Test
"xttest0" Breusch and Pagan LM test for random effects
But it seems they require OLS, RE or simple regression results to estemate.
- i used "tqptest" Bias-corrected Born and Breitung (2016) test on residuals generated from PMG results, is the right way to test for autocorrelation?
