3.8.3.2 Residual Heteroskedasticity ... If Var(ϵi|X)=σ2ϵ, ∀i=1,..,N V a r ( ϵ i | X ) = σ ϵ 2 , ∀ i = 1 , . . , N , we say that the residuals are homoskedastic.
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