Heteroscedasticity in R

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  • Опубліковано 5 сер 2024
  • Heteroscedasticity in R
    sites.google.com/site/econome...
    Lecture: Heteroscedasticity.pdf
    drive.google.com/file/d/1SMSb...
    R script: Heteroscedasticity.R
    drive.google.com/file/d/1pEwA...
    Data files:
    hprice1.csv
    drive.google.com/file/d/1w6KI...
    Timestamps:
    00:00 Heteroscedasticity in R
    01:10 Graphical analysis of heteroscedasticity
    10:24 Heteroscedasticity tests
    12:43 Breusch-Pagan test
    17:02 White test
    19:29 Alternative White test
    28:00 Heteroscedasticity robust standard errors
    32:26 Weighted Least Squares (WLS)
    37:21 Feasible Generalized Least Squares (FGLS)
    Econometrics Academy:
    sites.google.com/site/econome...

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