CFA Practice Question

There are 208 practice questions for this study session.

CFA Practice Question

What test statistic should an analyst use to test for conditional heteroskedasticity in a Breusch-Pagan test?
Correct Answer: n x R2.

User Contributed Comments 2

User Comment
danlan2 It is Chi-square.
ericczhang The distribution of that statistic is Chi-square, not the test...
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