Essay
Consider the following regression output for an unrestricted and a restricted model. Unrestricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:35
Sample: 1420
Included observations: 420
Restricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:37
Sample: 1420
Included observations: 420
Calculate the homoskedasticity only F-statistic and determine whether the null hypothesis
can be rejected at the 5% significance level.
Correct Answer:

Verified
Correct Answer:
Verified
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