The second step in the Goldfeld-Quandt test is to
A) omit the middle c observations from the ordered data set.
B) omit the bottom c observations from the ordered data set.
C) regress the squared residuals on the independent variables from the original OLS regression.
D) regress the squared residuals on the predicted value of the dependent variable from the original OLS regression.
Correct Answer:
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Q2: A simple way to generate some idea
Q3: Homoskedasticity occurs when
A)the error variance is constant.
B)the
Q4: The alternative hypothesis for the Goldfeld-Quandt
Q5: Suppose that you plot the residuals for
Q6: Heteroskedasticity occurs when
A)the error variance is constant.
B)the
Q7: The second step in the Modified White's
Q8: The third step in the Goldfeld-Quandt test
Q9: The first step in the Breusch-Pagan test
Q10: Heteroskedasticity is a problem because it results
Q11: The first step in the Goldfeld-Quandt test
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