Heteroskedasticity Part 1 - Introduction to Econometrics Lecture

Narrated Lecture Slides for an introduction to the concept of Heteroskedasticity in a simple OLS model.
Roughly follows chapter 10 of the Studenmund textbook, and/or Ch. 8 of the Wooldridge intro book.
Link to Part 2: • Heteroskedasticity Par...
Link to tutorial on White Test: • Stata Tutorial: White ...
Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
www.amazon.com/gp/product/813...
Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
www.amazon.com/gp/product/933...
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[@johnnyrailroad8257]

This is probably THE best lecture on econometrics I've ever wached either online or irl. I've always had issues understanding the bigger picture regarding heteroskedasticity and the problems it creates when running OLS models and this video really helped me. Thank you so much!

[@prashant0104]

Thank you so much! First time I truly understand what it means when the error term is not 'constant' across observations.

[@staristo2355]

Great stuff, Mike!

[@mikejonaseconometrics1886]

Thank you!

[@vitaly_p]

Thank you very much, sir!

[@dagmawemenelek4973]

Wow-what is a nice lecture, I wanna say great thank u for your clarification! and I am ready to share this video with my classmates write now!

[@mikejonaseconometrics1886]

Please do - and I'm glad it was helpful!

[@callforlove2361]

Hello, Mike. Do you provide services in analysing and writing biostatistics report ?

[@mikejonaseconometrics1886]

I occasionally do consulting work over summer. Feel free to email me if you’d like to discuss further at [e-mail]