Open this dqta..sel in Gretl and estimate the following regression model by OLS. Yi =131 + ,32x2i 1:33X3i 34X4i ei Test the null hypothesis that the error term is homoskedastic against the alternative...


Open this dqta..sel in Gretl and estimate the following regression model by OLS. Yi =131 + ,32x2i 1:33X3i 34X4i ei Test the null hypothesis that the error term is homoskedastic against the alternative hypothesis that the variance of the error term is a function of 12i , and none of the other explanatory variables. (a) Enter the value of the test statistic in the box below (rounded to 3 decimal places).
(b) Enter the p-value of the test in the box below (rounded to 3 decimal places)
(c) Using a 1% significance level, do you reject the null hypothesis? a. Yes. b. No.

May 13, 2022
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