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Questions › UGC-NET › UGC-NET 2024 › Q86
2 marksEconometrics › Classical assumptions and their violations › HeteroscedasticityModerateabout 1 min

UGC-NET 2024 Question 86: Classical assumptions and their violations

Generalised least square method of estimation can be used in which of the following cases :
A. Autocorrelated disturbances
B. Multicollinearity among explanatory variables
C. Heteroscedastic disturbances
D. Overfitted models
E. Incorrect functional forms Choose the correct answer from the options given below:

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Classical assumptions and their violations has come up 26 times in 7 exams since 2011.

What this question tests

This question is on Heteroscedasticity, part of Classical assumptions and their violations in Econometrics.

Unequal error variance: causes, consequences for OLS, tests and remedies.

TestStop has 10 past-paper questions on this subtopic; the nearest in year are below.

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Question from the UGC-NET 2024 paper. Solutions are TestStop's own. Not affiliated with or endorsed by any examination authority.