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Heteroscedasticity in R
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Heteroscedasticity in R
R script: Heteroscedasticity.R
Data files:
Timestamps:
00:00 Heteroscedasticity in R
01:10 Graphical analysis of heteroscedasticity
10:24 Heteroscedasticity tests
12:43 Breusch-Pagan test
17:02 White test
19:29 Alternative White test
28:00 Heteroscedasticity robust standard errors
32:26 Weighted Least Squares (WLS)
37:21 Feasible Generalized Least Squares (FGLS)
Econometrics Academy:
R script: Heteroscedasticity.R
Data files:
Timestamps:
00:00 Heteroscedasticity in R
01:10 Graphical analysis of heteroscedasticity
10:24 Heteroscedasticity tests
12:43 Breusch-Pagan test
17:02 White test
19:29 Alternative White test
28:00 Heteroscedasticity robust standard errors
32:26 Weighted Least Squares (WLS)
37:21 Feasible Generalized Least Squares (FGLS)
Econometrics Academy:
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