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Future Business Journal

Table 10 Breusch–Pagan–Godfrey heteroscedasticity Test

From: Asymmetric evidence of foreign direct investment response to stock returns in Nigeria

Heteroscedasticity Test: Breusch–Pagan–Godfrey

F-statistic

1.099030

Prob. F(12,378)

0.3594

Obs*R-squared

13.18201

Prob. Chi-Square(12)

0.3560

Scaled explained SS

350.0283

Prob. Chi-Square(12)

0.0000***

  1. Source: Author’s computation from the underlying data using Eview 9
  2. Note: *** denotes that the measured statistic is significant at 1% level of statistical significance
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