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Basic Question 1 of 5
One method to correct for heteroscedasticity is to compute robust standard errors. It involves:
B. Generalizing the least squares regression to correct for conditional heteroskedasticity.
C. Direct modifications to the standard errors to account for conditional heteroskedasticity.
A. Direct modifications to the t-statistics to account for conditional heteroskedasticity.
B. Generalizing the least squares regression to correct for conditional heteroskedasticity.
C. Direct modifications to the standard errors to account for conditional heteroskedasticity.
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Learning Outcome Statements
explain serial correlation and how it affects statistical inference;
CFA® 2025 Level II Curriculum, Volume 1, Module 3.