Heteroskedasticity summary
4:06
YouTubeBen Lambert
Heteroskedasticity summary
This video provides an overview of what is meant by 'heteroskedastic errors' in econometrics. Hi there, in this video I am going to be talking about homoskedasticity as one of the Gauss-Markov assumptions. So, first of all, what do we mean by homoskedasticity? Well, in fact we mean homoskedasticity of our errors. Which means that the variance ...
373.8K viewsJun 3, 2013
Heteroskedasticity Tests
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