Heteroscedasticity in Stata
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- Опубліковано 6 сер 2024
- Heteroscedasticity in Stata
sites.google.com/site/econome...
Lecture: Heteroscedasticity.pdf
drive.google.com/file/d/1SMSb...
Stata program: Heteroscedasticity.do
drive.google.com/file/d/1kAbi...
Data files:
hprice1.dta
drive.google.com/file/d/15ZB7...
Timestamps:
00:00 Heteroscedasticity in Stata
01:06 Graphical analysis of heteroscedasticity
06:50 Heteroscedasticity tests
08:33 Breusch-Pagan test
12:38 White test
14:52 Alternative White test
21:20 Heteroscedasticity robust standard errors
24:24 Weighted Least Squares (WLS)
28:45 Feasible Generalized Least Squares (FGLS)
Econometrics Academy: sites.google.com/site/econome...
v.good explaination of FGLS. Thankyou
Thank you!