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2011. 11. 4. · CHAPTER 10: HETEROSKEDASTICITY Page 9 of 18 If we transform the equation by dividing both sides by < Ü we obtain a new regression equation that is homoskedastic: ; Ü < Ü L Ú 4 1 < Ü E Ú 5 : 5 Ü < Ü E Ú 6 : 6 Ü < Ü E Q Ü OLS is now BLUE. 2. Heteroskedasticity-Corrected Standard Errors Adjust the standard errors of the estimated regression coefficients but not the.

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2019. 8. 8. · Testing heteroscedasticity determines whether the regression model can predict the dependent variable consistently across all values of the explanatory variables. Since the proposed tests could not detect heteroscedasticity in all cases, more precisely in heavy-tailed distributions, the authors established new comprehensive test statistic based.

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