CFA Practice Question

There are 208 practice questions for this study session.

CFA Practice Question

Two methods of correcting the effects of conditional heteroskedasticity are:
A. Breusch-Pagan test and Computing robust standard errors.
B. Computing robust standard errors and generalized least squares.
C. Durbin/Watson test and Breusch-Pagan test.

User Contributed Comments 2

User Comment
kwanlo3 robust standard errors and generalized least squares for conditional heteroskedasticity
SMcalister You can detected Heteroskedasticity with Breusch-Pagan, not correct with it.
You need to log in first to add your comment.