Friday, April 19, 2019

How to test heteroskedasticity with xtpmg command. Thanks

Dear all,
I used xtpmg command to estimate three of following:
  1. PMG (Pooled Mean Group)
  2. MG (Mean Group)
  3. DFE (Dynamic Fixed Effect)
Please help me, what is the command to test heteroskedasticity about this ?

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