Heteroscedasticity: Causes and Consequences
Автор: Spur Economics
Загружено: 2024-04-30
Просмотров: 1849
This video discusses the concepts of homoscedasticity and heteroscedasticity. We focus on the meaning of these concepts, the common causes of heteroscedasticity and its most important consequences.
Quizzes and R Codes: https://spureconomics.com/course/hete...
Read more: https://spureconomics.com/heterosceda...
Tests for detecting Heteroscedasticity:
White test: • White Test for Heteroscedasticity
Breusch Pagan test: https://spureconomics.com/breusch-pag...
Goldfeld-Quandt test: https://spureconomics.com/goldfeld-qu...
Solutions to Heteroscedasticity:
Weighted Least Squares: https://spureconomics.com/weighted-le...
Robust Standard Errors: https://spureconomics.com/robust-stan...
Other tutorials series: https://spureconomics.com/courses/
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