Econometrics stage two test statistics
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5 Terms
1
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BG test
(n-p)R2 \~ chi squared
2
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BPG test
ESS/2 \~ chi squared
3
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White test
w = nR2 \~ chi squared
4
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GQ test
F= MSEa/MSEb
5
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VIF test
1/ 1-R2
Note 
Flashcards (146)