Goldfeld-Quandt

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August 31, 2024 4 min read Definitions
Goldfeld–Quandt Test: Test for Heteroscedasticity
Statistics Econometrics Heteroscedasticity Regression Analysis Statistical Tests Econometrics Goldfeld-Quandt
The Goldfeld–Quandt Test is a statistical method used to detect heteroscedasticity in regression models by dividing the data into two subgroups and comparing the variances of the residuals.
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