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2) Suppose the original regression is given by y = β0 + β1x1 + β2x2 +...

2) Suppose the original regression is given by y = β0 + β1x1 + β2x2 + β3x3 + u. You want to test for heteroscedasticity using F test. What auxiliary regression should you run? What is the null hypothesis you need to test?

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