White test - SPUR ECONOMICS

Breusch Pagan test for Heteroscedasticity

The Breusch Pagan test for heteroscedasticity is sometimes referred to as the BPG or Breusch Pagan Godfrey test. It is one of the most widely known tests for detecting heteroscedasticity…

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February 15, 2023

Econometrics / Ordinary Least Squares

White Test for Heteroscedasticity

The White test is one of the most commonly used statistical methods of detecting heteroscedasticity. It focuses on analysing the residuals from regression models to check for heteroscedasticity. The test…

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February 10, 2023

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