When the error variance differs across the two groups, we can obtain a heteroskedasticity-robust Chow test by including a dummy variable distinguishing the two groups along with interactions between that dummy variable and all other explanatory variables.?

Answer the following statement true (T) or false (F)


True

Rationale: FEEDBACK: When the error variance differs acrossthe two groups, we can obtain a heteroskedasticity-robust Chow test by including a dummy variable distinguishing the two groups along with interactions between that dummy variable and all other explanatory variables.?

Economics

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