Test for heteroskedasticity using a Goldfeld-Quandt test applied to (a) two subsamples with potentially different variances and
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Test for heteroskedasticity using a Goldfeld-Quandt test applied to
(a) two subsamples with potentially different variances and
(b) a model where the variance is hypothesized to depend on an explanatory variable.
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Related Book For
Principles Of Econometrics
ISBN: 9781118452271
5th Edition
Authors: R Carter Hill, William E Griffiths, Guay C Lim
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