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LMHARCHNL: Stata Module to Compute NLS Heteroscedasticity Engle (ARCH) Test


  • Emad Abd Elmessih Shehata

    () (Agricultural Economics Research Institute, Egypt)

  • Sahra Khaleel A. Mickaiel

    () (Cairo University, Faculty of Agriculture, Egypt)


lmharchnl computes NLS Heteroscedasticity Engle (ARCH) Test

Suggested Citation

  • Emad Abd Elmessih Shehata & Sahra Khaleel A. Mickaiel, 2015. "LMHARCHNL: Stata Module to Compute NLS Heteroscedasticity Engle (ARCH) Test," Statistical Software Components S458095, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s458095
    Note: This module should be installed from within Stata by typing "ssc install lmharchnl". Windows users should not attempt to download these files with a web browser.

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