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If You Have Heteroskedasticity Such That the Sample Can Be

Question 13

Multiple Choice

If you have heteroskedasticity such that the sample can be divided into groups with each group having a different error variance,what estimation technique should be used?


A) FGLS-feasible generalized least squares
B) WLS-Weighted least squares
C) White's robust estimator
D) log-linear least squares

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