heteroscedasticity : Related Words Words similar in meaning to heteroscedasticity
- variance«
- variable«
- ols estimator«
- series«
- test«
- scedasticity«
- data«
- random«
- null hypothesis«
- heteroscedastic«
- error term«
- standard error«
- finite«
- assumption«
- -icity«
- consistent standard error«
- normal distribution«
- multivariate«
- ols«
- likelihood function«
- variability«
- conditional heteroscedasticity«
- covariance matrix«
- robust covariance matrix«
- hcse«
- x variable«
- observation«
- sequence«
- heteroskedasticity«
- random variable«
- regression«
- conditional variance«
- inexpensive food«
- consistent estimator«
- independent sample«
- asymptotic distribution«
- hypothesis test«
- cauchy distribution«
- regression model«
- test statistic«
- food consumption«
- regression analysis«
- econometrics«
- presence«
- method«
- y't}t=1n«
- witht«
- volatility cluster«
- unequal error variance«
- unconditional variance«
- unconditional homoscedastic random variable«
- superior finite sample property«
- square percentage regression«
- square estimation method«
- similar test statistic«
- regular ols«
- normal asymptotic distribution«
- most statistic textbook«
- many introductory statistic«
- logarithmized series«
- heteroscedasticity concern expectation«
- heteroscedastic data set«
- heteroscedastic data«
- harrison–mccabe test«
- econometrics book«
- econometrician robert engle«
- customary estimator«
- cook–weisberg test«
- conventional standard error«
- conditional homoscedasticity«
- common correction«
- biased standard error«
- biased inference«
- autoregressive conditional heteroscedasticity«
- inference«
- tractable solution«
- time series measurement«
- square coefficient estimate«
- scedastic function«
- scalar observation«
- random volatility«
- major practical issue«
- instance logit«
- inconsistent estimator«
- data situation«
- covariance estimator«
- coefficient«
- white method«
- vector observation«
- standard error estimation«
- nearest centimeter«
- multivariate measure«
- wealthier person«
- m test«
- glejser test«
- structure specific«
- fixes«
- classical linear regression model«
- minque«
- ols estimate«
- best linear unbiased estimator«
- hyperbolic secant distribution«
- goldfeld–quandt test«
- poorer person«
- ols.«
- chi square distribution«
- white test«
- misspecification«
- halbert white«
- c test«
- breusch–pagan test«
- y't«
- pedagogical reason«
- identical distribution«
- f test«
- unknown direction«
- mark thoma«
- gauss–markov theorem«
- constant variance«
- atmospheric distortion«
- rocket«
- square estimate«
- error variance«
- homoscedasticity«
- expensive meal«
- probit model«
- resampling«
- type ii error«
- square estimator«
- testing«
- location test«
- population variance«
- efficiency loss«
- asymptotic theory«
- measurement«
- income increase«
- several modification«
- predictor variable«
- sampling distribution«
- maximum likelihood estimator«
- unbiased estimate«
- significance level«
- constant amount«
- conditional expectation«
- maximum likelihood estimate«
- percentage term«
- unbiased estimator«
- sample variance«
- levene«
- yt«
- precise form«
- sample«
- detection«
- standard test«
- test procedure«
- anova«
- value«
- hypothesis testing«
- actual population«
- statistic«
- severe consequence«
- white«
- linear model«
- mathematical expression«
- statistical technique«
- alternative hypothesis«
- several author«
- nobel memorial prize«
- weight«
- linear transformation«
- covariance«
- dependent variable«
- estimator«
- distribution«
- moment«
- income«
- cochran«
- consequences«
- difference«
- distance«
- data analysis«
- logarithm«
- alternative route«
- hartley«
- bartlett«
- model«
- dispersion«
- misconception«
- y.«
- reason«
- greene«
- definition«
- approximation«
- redemption«
- dependence«
- study«
- author«
- caution«
- formulation«
- expenditure«
- vector«
- form«
