Breusch-Pagan-Godfrey Test: Definition
Breusch-Pagan-Godfrey Test: Definition
Jun 19, 2016
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Breusch-Godfrey Serial Correlation LM Test:        ... | Filo
Breusch-Godfrey Serial Correlation LM Test:        ... | Filo
3 months ago
askfilo.com
SOLVED: Suppose you have estimated a linear regression on a sample of stationary time-series variables by OLS, and the Breusch-Godfrey serial correlation LM test rejects its null hypothesis (but everything else conforms to the usual assumptions). What are the properties of the point estimates and the t-tests on them if(a) You estimated White standard errors?(b) You estimated Newey-West standard errors?(c) You used simple standard errors that regression programs give by default?(d) Do you need to
SOLVED: Suppose you have estimated a linear regression on a …
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