Week 12_Qus


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Unformatted text preview: e results with the those obtained in (2). Hint: Click on Model > Ordinary least squares. Select “Robust standard errors”. Click on Configure and make sure that “HC1” is selected for “cross‐ sectional data” under the “HCCME” tab. 1 DN (9) Assume that the variance of the random error term is not constant over observations (i.e. heteroscedastic) and is given by V(ei) = σi2. If you knew all those variances, how could you transform the model...
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This note was uploaded on 02/19/2013 for the course AFIN 252 taught by Professor Stubbs during the One '12 term at Macquarie.

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