Hi,
I need your guidance. Which test is appropriate to test the heteroskedasticity in the residuals of OLS on larger time series data set. Precisely, which is better option Breusch Pagan Godfrey or White test.
Stay Blessed
Regards,
Nadia
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- Tue Sep 12, 2017 5:17 pm
- Forum: Econometric Discussions
- Topic: Heteroskedasticity test
- Replies: 2
- Views: 4039