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??? ???? ????? ?? ????? Heteroscedasticity. ???? ?? ???? ?????? ???????? ?????? ????? ???????? ????? ????? ??? ??? ??? ??????? .????? ??? ???? ????? ?? ????? ??????? ?????? ???????? Cross-section Data ???? ?? ?????? ??????? ??????? Time-series Data ?????? ?????? ???????? ????? ?? ?????? ??? ?

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    1. ????? ????? ????? ???????? ???? ????? ????? ?????? ????? ?????? : ???????? ?????? ?? ?????? ?????? ??? ???? ????? ?? ????? ???????? ?????

    2. ??? ???? ????? ?? ????? Heteroscedasticity ???? ?? ???? ?????? ???????? ?????? ????? ???????? ????? ????? ??? ??? ??? ??????? . ????? ??? ???? ????? ?? ????? ??????? ?????? ???????? Cross-section Data ???? ?? ?????? ??????? ??????? Time-series Data ?????? ?????? ???????? ????? ?? ?????? ??? ??????? ?? ????? ?? ?? ???? ????? ????? .

    3. ????? ??? ???? ????? ?? ????? ????? ????? ??? ???? ????? ?? ????? ????????? ????? ?????? ??????? ?????? ?????? ??????? ????? ???? ???? ??? ???? ?????? ?? ????? ??????? ??????? ? ????? ???? ??????? ? ????? ????? ... ??? .

    4. ???? ??? ???? ????? ?? ????? ??? ???? ????? ???????? ?????? ??????? ?? ????? ????? ?? ?? ???? ??? ???? ????? ?? ????? ??? : ????? ??????? ???????? ???????? ??? ???? ??? ?????? . ????? ????? ??????? ???????? ???????? ??? ?????? ??? ?? ???? . ?????? ?????? ?????? ???? ????? ??? ???? ????? . ?????? ???????? ????? ????? ??? ??????? ??? ???? ??? ?????? .

    5. ?????? ??? ???? ????? ?? ????? ??? ?????? ??? ???? ????? ?? ????? ?????? ??? ???????? ???? ?? ??? : ?????? Park . ?????? Goldfeld-Quandt .

    6. ????? ?????? Park ????? ????? ???????? ?????? ??????? ??? ???????? ??????? ??????? . ?????? ??? ??????? ?? ????? ??????? ??? ????? ?? ???????? . ??????? ????? ???????? ?????? ??????? ?? ????? ?????? ln ei2 ??? ln Xi ????? ????? :

    7. ????? ?????? Park ????? ?????? ???????? ??????? T ??????? ?? ß : ????? ?????? ???????? ??????? T ??? ????? ???? ????? (N-K+1) . ?????? ?????? ???????? ??????? T ??????? ???????? ?? :

    8. ????? ?????? Park ???? ???? ???? T ???????? ???? ?? ???? T ???????? ??? ???? ????? ?????? ?????? ??? ???? ß ??????? ?? ????? ????? ????? ?? ??? ?????? ?? ß ?????? ???????? ???? ??? ??? ???? ????? ??? ???? ????? ?? ????? ??? ??? ???? ???? T ???????? ??? ?? ???? T ???????? ??? ???? ??? ????? ?????? ??? ???? ß ??????? ????? ????? ????? ?? ??? ?????? ?? ß ??? ?????? ???????? ???? ??? ??? ???? ?????? ???? ????? ?? ?????

    9. ???? ??????

    11. ?????? ???? T ???????? ??????? ???????? ??? ????? ???? 22 (2.074) ??? ?? ß ?????? ???????? ???? ??? ??? ???? ????? ??? ???? ????? ?? ????? .

    12. ????? ?????? Goldfeld-Quandt ????? ??????? X ??????? ???????? ??????? ????????? ?????? ??? ?? X ? Y ? ?? ????? ???????? ?? ????????? ???? ???? ??? ?????? ??? ??? ?????? ???? ??? . ????? ????? ???????? ?????? ??????? ??? ?????????? ???? ??? ??? . ?????? ??? ????? ??????? ??? ????? ?????????? .

    13. ????? ?????? Goldfeld-Quandt ????? ?????? ???????? ???????? F ??? ??? : ????? ????? ?????? ??????? F ???????? ??? ??? : ????? ?????? ???????? ???????? F ??? ????? ?????? ??? ?? ????? ??????? ?????? ?????? ???? .

    14. ????? ?????? Goldfeld-Quandt ?????? ??? ????? ???????? ???????? F ??????? ???????? ??? : ???? ???? ???? F ???????? ???? ?? ???????? ? ??? ???? ????? ?????? ?????? ????? ????? ??? ???? ????? ?? ????? . ??? ??? ???? ???? F ???????? ??? ?? ???????? ??? ???? ??? ????? ??????? ?? ???? ?????? ???? ????? ?? ????? . ???? ????? ??? ???????? ??? ?? ????? ????? ?? ????? ???????? ??????? ?????? ?? ???? ?????? ?? ???? ????? ??? ???? ????? ?? ????? .

    15. ???? ??????

    19. ????? ?????? ???????? ???????? F ??? ??? : ????? ????? ?????? ??? ??? : ?????? ?? ???? F ??? ????? ???? ????? 7 ??? ?? ????? ??????? ?????? ?????? 5% ???? ?? ???? F ???????? ????? 3.79 . ????? ???? ????? ?????? ?????? ????? ????? ??? ???? ????? ?? ????? .

    20. ?????? ??? ???? ????? ?? ????? ??? ?????? ????? ??? ???? ????? ?? ????? ?? ???? ????? ????? ??????? ?????? . ?????? ??? ??????? ?????? ?????? ??? ??? ??? ???? ????? ?? ????? ??????? ?? ??????? ?????? ?????? . ??????? ?????????? ??????? ??? ???? ?????? ??? ????? ???? ??? ???? ????? ?? ????? . ??? ?? ????? ???? ???????? ???? ???????? ??????? ???????? ??????? ?????? ??? ??? :

    21. ?????? ??? ???? ????? ?? ????? ?? ???? ????? ????????? ?????? ??? ??????? ?? ????? ???????? ?????? ??????? GLS ???? ?????? ??? ????????? ?? ????? ?? ????? ??????? ? ???????? ??????? ei ? ????? ??????? ?????? ??? ??? :

    22. ???????? ????? Multicollinearity ??? ???? ???? ?????? ??? ????????? ???????? ?? ????? ???????? ?????? ?????? . ???? ???? ?????? ??? ??? ??? ??? ?? ?? ????????? ???????? ?? ????? ???????? . ???? ??? ????? ???????? ??? ??????? ??????? ????? ?????? ?????? ??? ??????? ???????? ???? ??? ????? . ??? ??? ??? ????? ???????? ?????? ????? ????? ? ??? ???? ???? ?? ????? ????? ???????? ??????? ???????? . ??? ?? ???? ????? ?? ????? ???????? ????? ???? ??? ??? ??????? ??????? ???????? .

    23. ????? ???????? ????? ????? ????????? ?????????? ???? ?????? ?? ???? ????? ??????? ??????? ?????? ??? ????? ????? ?? ???????? ?????? ??????? . ??????? ??????? ?????? ??? ????? ????? ?? ???????? ?????? ???????

    24. ???? ???????? ????? ????? ??????? ???????? ???????? ??? ???? ??? ????? ? ??? ?? ??? ???? ??? ????? . ??????? ????????? ????? ??????? ???????? ???????? ??? ???? ????? ????

    25. ?????? ???????? ????? ???? ??? ???????? ??????? ???????? ????? ? ?? ?????? ????? ?????? ????? ???????? ??? ????????? ???????? ?? ???????? ?????? ??????? . ????? ???????? ????? ???? ????? ?????? ??? ??? ????????? ????????? ???????? .

    26. ?????? ???????? ????? ????? ??? ????????? ????? ??????? ??? ????? ????? ??? ????????? ???????? ?????? ?? ????? ????? ??????? ??????? . ??? ????? ?? ???? ?? ????????? ???????? . ????? ??????? ????? ??????? . ?? ???? ???????? ????? ?? ????? ????? ????? ??????? ????? ?? ???? ???????? ?????

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