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Heteroskedasticity Part 1 - Introduction to Econometrics Lecture

Mike Jonas Econometrics 7,295 5 years ago
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Narrated Lecture Slides for an introduction to the concept of Heteroskedasticity in a simple OLS model. Roughly follows chapter 10 of the Studenmund textbook, and/or Ch. 8 of the Wooldridge intro book. Link to Part 2: https://youtu.be/uoDwvfbGrxc Link to tutorial on White Test: https://youtu.be/ONfwtKmidvI Link to Jeffrey Wooldridge Introductory Econometrics Textbook: https://www.amazon.com/gp/product/8131524655/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=8131524655&linkCode=as2&tag=mikejonasecon-20&linkId=0a5fe7ce6ac777090a194cb5bb48071b Link to the excellent Introduction to Econometrics Textbook by AH Studenmund: https://www.amazon.com/gp/product/9332584915/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=9332584915&linkCode=as2&tag=mikejonasecon-20&linkId=6697afcfde8c335b461795eec22e3977 My Twitter is: https://twitter.com/MichaelRJonas My Google Scholar Page: https://scholar.google.com/citations?user=c97cvAwAAAAJ&hl=en&oi=sra ResearchGate: https://www.researchgate.net/profile/Michael_Jonas2

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