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Heteroscedasticity Heteroscedasticity

Heteroscedasticity - PowerPoint Presentation

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Uploaded On 2016-07-03

Heteroscedasticity - PPT Presentation

What does it mean The variance of the error term is not constant What are its consequences Heteroscedasticity does not destroy the unbiasedness and consistency properties of OLS estimators ID: 388726

heteroscedasticity autocorrelation test ols autocorrelation heteroscedasticity ols test standard tests errors model values error problem estimators variance data variables

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