Table 5.
Cameron & Trivedi's decomposition of IM-test.
| Source | chi2 | df | p-value |
|---|---|---|---|
| Heteroskedasticity | 47.00 | 46 | 0.4313 |
| Skewness | 15.78 | 9 | 0.0717 |
| Kurtosis | 0.63 | 1 | 0.4274 |
| Total | 63.41 | 56 | 0.2316 |
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