In Example 12.8, we found evidence of heteroskedasticity in u t in equation. Thus, we compute the heteroskedasticity-robust standard errors (in [•]) along with the usual standard errors: 11eb9ee2_f145_e884_8edd_5578be9f250c_SM2712_00 What does using the heteroskedasticity-robust t statistic do to the significance of return t-l 11eb9ee2_f145_e885_8edd_15672297fc76_SM2712_11

Introductory Econometrics 4th Edition by Jeffrey Wooldridge

النسخة 4الرقم المعياري الدولي: 978-0324660609

Introductory Econometrics 4th Edition by Jeffrey Wooldridge

النسخة 4الرقم المعياري الدولي: 978-0324660609

تمرين 4

In Example 12.8, we found evidence of heteroskedasticity in u t in equation. Thus, we compute the heteroskedasticity-robust standard errors (in [•]) along with the usual standard errors:

What does using the heteroskedasticity-robust t statistic do to the significance of return t-l

التوضيح

موثّق

In the given example of heteroskedastici...