Econistics | Chapter 3 – Regression diagnostics in Gretl – Hetroskedasticity
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Chapter 3 – Regression diagnostics in Gretl – Hetroskedasticity

09 Sep Chapter 3 – Regression diagnostics in Gretl – Hetroskedasticity

Presence of hetroskedasticity in the model can cause non constant variance and hence cause model to be inefficient. Following tutorial is about how to do the white hetroskedasticity test on the estimation in Gretl

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