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Testing for Heteroscedasticity

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Justin Doran

In this video I recreate the analysis presented in Gujarati's text book "Econometrics by Example" second edition Chapter 5. I show how to test for heteroscedasticity in Microsoft Excel using the BreuschPagan Test and the Abridged White's Test. Students can follow my analysis and recreate the results presented in Gujarati's book.

posted by reivindu8n