Question

For an estimation you have calculated the White statistic as 5.270. What is your decision in...

For an estimation you have calculated the White statistic as 5.270. What is your decision in terms of heteroskedasticity?

  • A. Reject the null of homoskedasticity.

  • B. Fail to reject the null of homoskedasticity.

  • C. Not enough information.

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Answer #1

Ans - Our Text statistic fallous a chi square distribution with degrees of freedom .pl Where = noid parameters reject I Since

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