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The top documents tagged [goldfeldquandt test]
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goldfeldquandt test
* Heteroskedasticity * Serial correlation * Multicollinerity * Normality * Omitted variables.
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Christopher Dougherty EC220 - Introduction to econometrics (chapter 7) Slideshow: heteroscedasticity: Monte Carlo illustration Original citation: Dougherty,
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Heteroskedasticity Prepared by Vera Tabakova, East Carolina University.
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Review. Review of Standard Errors (cont.) Problem: we do not know 2 Solution: estimate 2 We do not observe the ACTUAL error terms, i We DO observe.
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Economics 310 Lecture 13 Heteroscedasticity Continued.
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