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In [[statistics]] the '''White test''' is a test which establishs whether the [[residual]] [[variance]] of a variable in a [[regression model]] is constant ([[homoskedasticity]]). To test for constant variance one regresses the squared resiudals from a regression model onto the [[regressor]]s, the cross-products of the regressors and the squared regressors. One then inspects the <math>\R^{2}</math>. If homoskedasticity is rejected one can use a [[GARCH]] model.
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