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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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jed
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62 views2 pages

ResearchGate PDF

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.

Uploaded by

jed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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   

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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

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