Q.104
Which test is not used for the presence of Heteroscedasticity?
- Diagnostic Tests for Heteroscedasticity vs. Autocorrelation:
- Durbin-Watson Test: Used exclusively to detect the presence of first-order autocorrelation (serial correlation) among regression error residuals ($u_t = \rho u_{t-1} + \varepsilon_t$), not heteroscedasticity.
- Standard Tests for Heteroscedasticity:
- Goldfeld-Quandt Test: Tests whether error variances differ across two sorted subsamples.
- Glejser Test: Regresses absolute residuals $|e_i|$ on explanatory variables.
- Park Test: Regresses logarithm of squared residuals $\ln(e_i^2)$ on $\ln(X_i)$.
- White's General Test & Breusch-Pagan-Godfrey Test.
Correct option: (4) Durbin Watson Test
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