Heteroscedasticity

Heteroscedasticity
sites.google.com/site/econome...
Lecture: Heteroscedasticity.pdf
drive.google.com/file/d/1SMSb...
Timestamps:
00:00 Heteroscedasticity
00:38 Heteroscedasticity definition
01:26 Consequences of heteroscedasticity
02:44 Heteroscedasticity tests
04:54 Breusch-Pagan test, White test, Alternative White test
Corrections for heteroscedasticity
12:16 Robust standard errors
16:11 Weighted Least Squares (WLS)
23:26 Feasible Generalized Least Squares (FGLS)
27:25 Heteroscedasticity tests example
44:33 Robust standard errors example
47:13 WLS example
51:28 FGLS example
Econometrics Academy:
sites.google.com/site/econome...

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[@aqoon-maal-garo]

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