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  • 25-05-2023
  • Mathematics
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3(g) Test the null-hypothesis that H0 : E[ū²j|xj] = o² for j = 1,.. J, against the alternative that the variance is a smooth unknown function of j. Explicitly state which regression(s) you use, the null and the alternative, and the test statistic with its distribution under the null. (5 marks)

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