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Antwort: st: white test
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Antwort: st: white test
Date
Fri, 19 Nov 2010 09:55:40 +0100
Hi,
a part of the answer might be:
squaring dummies (0, 1) does not lead to additional variables. Thus, the
problem of an inflation of independent variables using the White-test is
limited.
Matthias
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