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    Introductory Econometrics
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    Exam 12: Serial Correlation and Heteroskedasticity in Time Series Regressions
  5. Question
    The Breusch-Godfrey Test Statistic Follows A
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The Breusch-Godfrey Test Statistic Follows A

Question 6

Question 6

Multiple Choice

The Breusch-Godfrey test statistic follows a:


A) χ2distribution.
B) t distribution.
C) normal distribution.
D) F distribution.

Correct Answer:

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