White test
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In statistics the White test is a test which establishes whether the residual variance of a variable in a regression model is constant (homoskedasticity). To test for constant variance one regresses the squared residuals from a regression model onto the regressors, the cross-products of the regressors and the squared regressors. One then inspects the R2. If homoskedasticity is rejected one can use a GARCH model.
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