Multiple Choice
The second step in the Breusch-Pagan test is to regress the
A) residuals on the independent variables from the original OLS regression.
B) squared residuals on the residuals from the original OLS regression.
C) squared residuals on the independent variables from the original OLS regression.
D) residuals on the squared residuals from the original OLS regression.
Correct Answer:

Verified
Correct Answer:
Verified
Q2: Suppose that while performing the Modified
Q3: The Goldfeld-Quandt test statistic is<br>A)
Q4: Heteroskedasticity violates assumption<br>A)M3.<br>B)M4.<br>C)M5.<br>D)M6.
Q5: The first step in the Goldfeld-Quandt test
Q6: Suppose you are interested in explaining
Q8: How do you perform the Goldfeld-Quandt test
Q9: What is the intuition behind the modified
Q10: The null hypothesis for the Goldfeld-Quandt
Q11: Suppose that you plot the residuals for
Q12: The first step in the Modified White's