The second step in the Modified White's test is to regress the
A) residuals on the predicted value of the dependent variable.
B) squared residuals on the predicted value of the dependent variable.
C) squared residuals on the predicted value of the dependent variable squared.
D) squared residuals on the predicted value of the dependent variable and the predicted value of the dependent variable squared.
Correct Answer:
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Q2: A simple way to generate some idea
Q3: Homoskedasticity occurs when
A)the error variance is constant.
B)the
Q4: The alternative hypothesis for the Goldfeld-Quandt
Q5: Suppose that you plot the residuals for
Q6: Heteroskedasticity occurs when
A)the error variance is constant.
B)the
Q8: The third step in the Goldfeld-Quandt test
Q9: The first step in the Breusch-Pagan test
Q10: Heteroskedasticity is a problem because it results
Q11: The first step in the Goldfeld-Quandt test
Q12: The final step in the Breusch-Pagan test
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