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Basic Question 0 of 6
One method to correct for heteroscedasticity is to compute robust standard errors. It involves:
B. Generalizing the least squares regression to correct for conditional heteroskedasticity.
C. Direct modifications to the standard errors to account for conditional heteroskedasticity.
A. Direct modifications to the t-statistics to account for conditional heteroskedasticity.
B. Generalizing the least squares regression to correct for conditional heteroskedasticity.
C. Direct modifications to the standard errors to account for conditional heteroskedasticity.
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I used your notes and passed ... highly recommended!
Lauren
Learning Outcome Statements
describe and compare macroeconomic factor models, fundamental factor models, and statistical factor models;
CFA® 2025 Level II Curriculum, Volume 5, Module 40.