Question: Answer Properly ,Don't Guess. Question: The dependent variable of the auxiliary regression (or test regression) for the Breusch-Pagan test (the Koenker variant) is the OLS

Answer Properly ,Don't Guess.

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The dependent variable of the auxiliary regression (or test regression) for the Breusch-Pagan test (the Koenker variant) is the OLS residual squared.

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