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    This document summarizes a research paper that presents a Stata module called XTTEST3, which computes a modified Wald statistic to test for groupwise heteroskedasticity. The paper was published in 2000 and has been cited 22 times and read over 5,000 times. The sole author is Christopher Baum of Boston College, who has published over 300 papers and been cited over 7,450 times. Baum requests that users access his statistical software packages through the Stata ssc command rather than downloading files directly.

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    This document summarizes a research paper that presents a Stata module called XTTEST3, which computes a modified Wald statistic to test for groupwise heteroskedasticity. The paper was published in 2000 and has been cited 22 times and read over 5,000 times. The sole author is Christopher Baum of Boston College, who has published over 300 papers and been cited over 7,450 times. Baum requests that users access his statistical software packages through the Stata ssc command rather than downloading files directly.

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    38 views2 pages

    ResearchGate PDF

    Uploaded by

    jed
    This document summarizes a research paper that presents a Stata module called XTTEST3, which computes a modified Wald statistic to test for groupwise heteroskedasticity. The paper was published in 2000 and has been cited 22 times and read over 5,000 times. The sole author is Christopher Baum of Boston College, who has published over 300 papers and been cited over 7,450 times. Baum requests that users access his statistical software packages through the Stata ssc command rather than downloading files directly.

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    See discussions, stats, and author profiles for this publication at: https://www.researchgate.

    net/publication/4997563

    XTTEST3: Stata module to compute Modified Wald statistic for groupwise


    heteroskedasticity

    Article · November 2000


    Source: RePEc

    CITATIONS READS
    22 5,036

    1 author:

    Christopher Baum
    Boston College, Chestnut Hill MA, USA
    312 PUBLICATIONS   7,450 CITATIONS   

    SEE PROFILE

    Some of the authors of this publication are also working on these related projects:

    gun laws and school safety View project

    All content following this page was uploaded by Christopher Baum on 04 November 2014.

    The user has requested enhancement of the downloaded file.


    Thanks for your interest in my work. You may access the materials from within Stata using
    the ssc command, e.g., ssc install package to install ’package’. You should not attempt to
    download the materials using a web browser. The ssc describe package command will tell
    you what version of Stata is required to use the package.
    Cordially
    Kit Baum

    View publication stats

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