White Test for Heteroscedasticity

Поділитися
Вставка
  • 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/

КОМЕНТАРІ • 2