Heteroscedasticity
https://sites.google.com/site/econometricsacademy/masters-econometrics/heteroscedasticity
Lecture: Heteroscedasticity.pdf
https://drive.google.com/file/d/1SMSbtcrMX-6il4mfSiO6axsAjH69bkVY/view?usp=sharing
Timestamps:
00:00 Heteroscedasticity
00:38 Heteroscedasticity definition
01:26 Consequences of heteroscedasticity
02:44 Heteroscedasticity tests
04:54 Breusch-Pagan test, White test, Alternative White test
Corrections for heteroscedasticity
12:16 Robust standard errors
16:11 Weighted Least Squares (WLS)
23:26 Feasible Generalized Least Squares (FGLS)
27:25 Heteroscedasticity tests example
44:33 Robust standard errors example
47:13 WLS example
51:28 FGLS example
Econometrics Academy:
https://sites.google.com/site/econometricsacademy/