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  • testing for heteroskedasticity in VECM

    In estimating time series Vector error correction model in stata using the Vec command, i observe that the only post estimation diagnostic the stability, autocorrelation and normality test is the available post estimation test. is there a way to test for heteroskdasticity too. just as it can be seen in other software like Eviews. i tried using estat hettest, but it shows invalid.
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