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From: Marina Kekrou on 26 Oct 2006 13:33
Hi,

I use the spec option to test for heteroscedasticity and I get a warning
message on the log that the average covariance matrix for the SPEC test
has been deemed singular which violates an assumption of the test and that
the results should be interpreted with caution.

Is there any other option to test for heteroscedasticity in this case?
Instead of using the acov option straight away, I wanted to check if there
is heteroscedasticity in the first place.

Ta,

Marina
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