8. Which one of the following is NOT true: Options - We do not need to know the functional form of heteroskedasticity to perform White's test for heteroskedasticity. Lagrange Multiplier test for heteroskedasticity requires us to specify a functional form for heteroskedasticity. Heteroskedasticity makes OLS estimator biased. Jarque-Bera test does not test for heteroskedasticity

8. Which one of the following is NOT true: Options - We do not need to know the functional form of heteroskedasticity to perform White's test for heteroskedasticity. Lagrange Multiplier test for heteroskedasticity requires us to specify a functional form for heteroskedasticity. Heteroskedasticity makes OLS estimator biased. Jarque-Bera test does not test for heteroskedasticity

Microeconomic Theory

12th Edition

ISBN:9781337517942

Author:NICHOLSON

Publisher:NICHOLSON

Chapter2: Mathematics For Microeconomics

Section: Chapter Questions

Problem 2.14P

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