INTRODUCTION TO ECONOMETRICS II ECO 306 NOUN 98
Maddala, GS, &Lahiri, K. (1992).
Introduction to econometrics (Vol. 2).
New York Macmillan.Dougherty, C. (2007).
Introduction to econometrics. Oxford University Press, USA. Stock, J. H, & Watson, MW. (2015).
Introduction to econometrics. Pearson.
INTRODUCTION TO ECONOMETRICS II ECO 306 NOUN 99
MODULE 3: HETEROSCEDASTICITY CONTENTS 3.1.1.0 Introduction
3.1.2.0 Objectives
3.1.3.0 Main Content
3.1.3.1 Heteroscedasticity
and Its Effects 3.1.3.2 Likely Sources of Heteroscedasticity
3.1.3.3 Detection of Heteroscedasticity
3.1.3.4 The Spearman
Rank Correlation Test 3.1.3.5 The Goldfeld–Quandt Test
3.1.3.6 The Glejser Test
3.1.3.6 Solution to Heteroscedasticity
3.1.3.7 Consequencesof Heteroscedasticity
3.1.4.0
Summary 3.1.5.0 Conclusion
3.1.6.0 Tutor-Marked Assignment
3.1.7.0 References/Further
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