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Consider a regression that uses the square of the residuals

Consider a regression that uses the square of the residuals from the first regression above as the dependent variable and has a constant term, the variables G and Y and the squared of both G and Y and the product term GY as independent variables. The R2 is 0.9878

Preform a White test for Heteroscedasticity.

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Econometrics: Consider a regression that uses the square of the residuals

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