Isn't it possible to detect the presence of heteroskedasticity using Eviews? Today, the editor is here to share with you the detailed steps of using Eviews to detect the existence of heteroscedasticity. Friends in need can learn together.

Copy cross-section data on a spreadsheet

Paste it in the blank space of the Eviews workspace and click Finish

As shown in the figure, enter the univariate model and click Finish

Select Heteroskedasticity Test in the toolbar table

Select the Breusch–Pagan test. This test mainly tests the existence of heteroscedasticity. Click OK.

The Breusch–Pagan test statistics appear in the model window, which is used to test the existence of heteroscedasticity. The test statistics on the left are suitable for hand calculation, and the p-value on the right is less than 5% (95% confidence interval is selected), which proves The existence of heteroskedasticity

Friends who don’t know how to use Eviews to detect the existence of heteroskedasticity, don’t miss this article brought by the editor.