Homework 3
* Construct added variable plots for all relevant variants of regressors
in the correctly weighted model and give interpretations.
* Ericsson et al. (1998) have reestimated the model on an extended
database till 1993. Replicate their results with phase-average data and
discuss differences to the previous estimation.
* Perform a Goldfeld-Quandt test for heteroscedasticity for the above.
* What are the particular difficulties in comparing weighted least
squares Regressions?