VARLMHET: Stata module to calculate heterokedasticity tests for VAR, VEC models
time-seriesstata-commandstatavarvecmtime-series-analysisstata-packagesheteroscedasticitystata-codevar-modelsvarlmhetvec-modelmanhhb94manhhb94-githubveclmhet
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Updated
Sep 2, 2025 - Stata