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...
    My Twitter is:
    / michaelrjonas
    My Google Scholar Page:
    scholar.google.com/citations?...
    ResearchGate:
    www.researchgate.net/profile/...

КОМЕНТАРІ • 3

  • @vitaly_p
    @vitaly_p 2 роки тому

    Great video! Thank you very much!

  • @georgeadu4055
    @georgeadu4055 4 роки тому +1

    Thanks

  • @Mostusernamesaretakn
    @Mostusernamesaretakn 4 роки тому +1

    Can you do a video on interpreting regression coefficients in time series models?