Multiple Choice
Which of the following is a difference between the White test and the Breusch-Pagan test?
A) The White test is used for detecting heteroskedasticty in a linear regression model while the Breusch-Pagan test is used for detecting autocorrelation.
B) The White test is used for detecting autocorrelation in a linear regression model while the Breusch-Pagan test is used for detecting heteroskedasticity..
C) The number of regressors used in the White test is larger than the number of regressors used in the Breusch-Pagan test.
D) The number of regressors used in the Breusch-Pagan test is larger than the number of regressors used in the White test.
Correct Answer:
Verified
Correct Answer:
Verified
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