White Test for Heteroscedasticity
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- Опубліковано 16 гру 2023
- In this video, we discuss the theory, hypothesis and step-by-step application of the White Test. In addition, we will also talk about its implementation in R, the advantages of the White test as well as its limitations.
Read more: spureconomics.com/white-test-...
Heteroscedasticity: • Heteroscedasticity: Ca...
Other Tests for Detecting Heteroscedasticity:
Breusch Pagan test: spureconomics.com/breusch-pag...
Goldfeld-Quandt test: spureconomics.com/goldfeld-qu...
Solutions to Heteroscedasticity:
Weighted Least Squares: spureconomics.com/weighted-le...
Robust Standard Errors: spureconomics.com/robust-stan...
Other tutorials series: spureconomics.com/courses/
This is great . Thums up Ma