Which of these is a test for heteroscedasticity?
A) Breusch-Godfrey test
B) White test
C) Bera-Jarque test
D) Breusch-Jagan test

Name: Which of these is a test for heteroscedasticity? A) Breusch-Godfrey test B) White test C) Bera-Jarque test D) Breusch-Jagan test
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Question

Quizplus · Accepted Answer

The White test is specifically designed to detect the presence of heteroscedacity in a regression model's residuals, making it the correct choice for identifying heteroscedasticity.

Which of These Is a Test for Heteroscedasticity