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Suppose we estimate the regression Yt = β0 + β1X1t + β2X2t + β3X3t + β4X4t + εt using 36 months of data.Using the residuals from this regression,we run another regression of on the predicted values
t.From this regression we get a coefficient of determination R2 of 0.09.Let H0 be that there is no heteroscedasticity.What can you conclude?
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A device or program that converts coded or encrypted information into a readable form.
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