Hypothesis behind hsk function
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Dear Gretl community,
I'm using Gretl on a data-set and I'm applying 'hsk' function.
I read it is useful when heteroskedasticity can be approximated by a quadratic
relationship with the regressors.
I'd like to know if there are some methods in the programs to evaluate this feature
and even if there are some other hypothesis behind the 'hsk' function.
Thank you very much,
Gianluca
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Gianluca