Sumários
Lecture 7
8 Novembro 2021, 10:30 • Paulo Parente
Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8
Part 2
∙ Testing for Heteroskedasticity (The Breusch-Pagan Test, The White Test)
∙ Weighted Least Squares, Generalized Least Squares, Feasible GLS
∙ Prediction and Prediction Intervals with Heteroskedasticity