Heteroscedasticity, Multicollinearity and Autocorrelation | NTA UGC NET | Simranjit Kaur

In this session, Educator Simranjit Kaur will be discussing about Heteroscedasticity, Multicollinearity and Autocorrelation.
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➤ About the Educator: Ugc net jrf economics cleared with 99.93 percentile. Research Scholar
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#Heteroscedasticity #Multicollinearity #Autocorrelation #NTAUGCNET2022 #Simranjit_Kaur

[@RohitYadav-dq3ie]

Thank u so much, ma'am. I m a graduating student and I cleared all my doubts through your videos, I don't understand anything from college lectures. But make me understand all the concepts. Aap jio hazaro saal ma'am

[@rajashahid5774]

Nice and easy way of your teaching mam❤

[@jaspreetmundi8322]

Thanku mam

[@mishtigupta2326]

Thanku so much maam 💓 💖 💗

[@saturationpoint786]

Plz make video on jk set exm held on 24 july 2022

[@segundomz5685]

Can you prove the breush pagan or the white test for heteroscedasticity. Idont understand why nR^2 follows a chi square distribution since the square errors follows a chi square distribution and the estimator as well. If you square them is like useless.

[@vasantpatgar9215]

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[@letspaintwithharshita]

👍

[@adil.elmacademy]

do you provide mock test only...?

[@akashnewar4228]

Notes

[@hasanatayoub6512]

Can you speak english , i know you have material but it difficult to us to understand explanation that you said

[@aditthakur8772]

Very bad teaching