Published On May 1, 2020
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 Part 1 - Introduct...
Link to tutorial on White Test: • Stata Tutorial: White Test for Hetero...
Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/813...
Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/933...
My Twitter is:
/ michaelrjonas
My Google Scholar Page:
https://scholar.google.com/citations?...
ResearchGate:
https://www.researchgate.net/profile/...