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Title Details:
Heteroscedasticity
Authors: Panagiotidis, Theodore
Bampinas, Georgios
Description:
Abstract:
In this chapter we will analyze the problem of heteroskedasticity in econometric models. We present the implications of heteroskedasticity and then proceed to present ways of detecting it through specific economic models. In this context, we present two tests for heteroskedasticity and then suggest ways to address the problem.
Linguistic Editors: Kolla, Eleni
Graphic Editors: Kaitsa, Elena-Natasa
Type: Chapter
Creation Date: 04-03-2025
Item Details:
License: Attribution – NonCommercial – NoDerivatives 4.0 International (CC BY-NC-ND 4.0)
Handle http://hdl.handle.net/11419/14565
Bibliographic Reference: Panagiotidis, T., & Bampinas, G. (2025). Heteroscedasticity [Chapter]. In Panagiotidis, T., & Bampinas, G. 2025. Econometric analysis by examples [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/14565
Language: Greek
Is Part of: Econometric analysis by examples
Publication Origin: Kallipos, Open Academic Editions