Multiple Choice
The first step in the Goldfeld-Quandt test is to
A) estimate the model and calculate the estimated residuals.
B) estimate the model and calculate the estimated residuals squared.
C) sort the data set from the lowest to the highest value of the dependent variable.
D) sort the data set from the lowest to the highest value of the suspect independent variable.
Correct Answer:
Verified
Correct Answer:
Verified
Q1: Weighted Least Squares is performed by<br>A)re-weighting the
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.
Q6: Suppose you are interested in explaining
Q7: The second step in the Breusch-Pagan test
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