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Basic Question 3 of 5
What test statistic should an analyst use to test for conditional heteroskedasticity in a Breusch-Pagan test?
User Contributed Comments 2
| User | Comment |
|---|---|
| danlan2 | It is Chi-square. |
| ericczhang | The distribution of that statistic is Chi-square, not the test... |
Your review questions and global ranking system were so helpful.
Lina
Learning Outcome Statements
explain the types of heteroskedasticity and how it affects statistical inference;
CFA® 2025 Level II Curriculum, Volume 1, Module 3.