Heteroskedasticity Part 2 - Introduction to Econometrics Lecture
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- Опубліковано 6 сер 2024
- Narrated Lecture Slides for an introduction to the concept of Heteroskedasticity in a simple OLS model. Uses examples from Stata.
Roughly follows chapter 10 of the Studenmund textbook, and/or Ch. 8 of the Wooldridge intro book.
Link to Part 1: • 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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Great video! Thank you very much!
Thanks
Can you do a video on interpreting regression coefficients in time series models?