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...

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