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    Regression Model

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    If the disturbance are not conditionally homoskedastic.....

    © BrainMass Inc. brainmass.com March 4, 2021, 6:11 pm ad1c9bdddf


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    choose (e): this is actually heteroskedasticity problem.
    With this problem, the variance-covariance matrix of the disturbance term is no longer σ2 I form.
    Then ...

    Solution Summary

    If the disturbance are not conditionally homoskedastic. A regression models is provided.