• 00:00 1.
    Heteroskedasticity
  • 00:24 2.
    What is Heteroskedasticity?
  • 03:28 3.
    An Example of Heteroskedasticity
  • 05:30 4.
    Impact on the LS Estimator
  • 08:11 5.
    Impact on the LS Estimator
  • 08:22 6.
    Impact on the LS Estimator
  • 09:07 7.
    Impact on the LS Estimator
  • 13:30 8.
    Diagnosis (White’s Test)
  • 21:08 9.
    White’s Test
  • 24:26 10.
    White’s Test
  • 25:22 11.
    White’s Test
  • 26:02 12.
    White’s Test
  • 26:08 13.
    White’s Test
  • 26:33 14.
    An Example
  • 26:59 15.
    The White test
  • 28:43 16.
    Diagnosis (Goldfeld Quandt) (1)
  • 30:31 17.
    Diagnosis (Goldfeld Quandt) (2)
  • 31:24 18.
    Diagnosis (Goldfeld Quandt) (3)
  • 32:08 19.
    Diagnosis (Goldfeld Quandt) (4)
  • 33:15 20.
    Estimation with Known Ω
  • 42:41 21.
    Alternative Expression of Estimation with Known Ω (1)
  • 45:42 22.
    Alternative Expression of Estimation with Known Ω (2)
  • 49:49 23.
    Alternative Expression of Estimation with Known Ω
  • 51:23 24.
    Example: When Ω is Unknown
  • 54:56 25.
    An Example of Known Variance
  • 56:52 26.
    An Example of Heteroskedasticity
  • 58:01 27.
    An Example of Known Variance
  • 58:03 28.
    An Example of Heteroskedasticity
  • 58:13 29.
    An Example of Unknown Variances (1)
  • 59:33 30.
    An Example of Unknown Variances (2)
  • 1:00:36 31.
    The FGLS
  • 1:01:47 32.
    The White Estimator
  • 1:02:03 33.
    Robustness (White)
  • 1:02:31 34.
    The White Estimator
  • 1:02:32 35.
    The FGLS
  • 1:03:06 36.
    The White Estimator
  • 1:03:09 37.
    Robustness (White)
  • 1:03:36 38.
    The White Estimator
  • 1:03:36 39.
    The FGLS
  • 1:03:37 40.
    An Example of Unknown Variances (2)
  • 1:03:39 41.
    An Example of Unknown Variances (1)
  • 1:03:40 42.
    An Example of Heteroskedasticity
  • 1:03:42 43.
    An Example of Known Variance
  • 1:04:08 44.
    An Example of Heteroskedasticity
  • 1:04:08 45.
    An Example of Unknown Variances (1)
  • 1:04:09 46.
    An Example of Unknown Variances (2)
  • 1:04:10 47.
    The FGLS
  • 1:04:11 48.
    The White Estimator
  • 1:04:14 49.
    Robustness (White)
  • 1:04:31 50.
    Robust Test Statistic (White)
  • 1:06:52 51.
    Seemingly Unrelated Regression
  • 1:06:54 52.
    Robust Test Statistic (White)
  • 1:06:55 53.
    Robustness (White)
  • 1:06:56 54.
    The White Estimator
  • 1:07:48 55.
    Robustness (White)
  • 1:07:49 56.
    Robust Test Statistic (White)
  • 1:08:05 57.
    Seemingly Unrelated Regression
  • 1:08:06 58.
    SURE
  • 1:08:07 59.
    Seemingly Unrelated Regression
  • 1:08:08 60.
    Robust Test Statistic (White)
  • 1:08:09 61.
    Robustness (White)
  • 1:08:10 62.
    The White Estimator
  • 1:08:11 63.
    The FGLS
  • 1:08:13 64.
    The White Estimator
  • Index
  • Notes
  • Comment
  • Fullscreen
accr-5-heteroskedasticity
Duration: 1:08:26, Browse: 2937, Last Updated: 2022-10-30
    • 00:00 1.
      Heteroskedasticity
    • 00:24 2.
      What is Heteroskedasticity?
    • 03:28 3.
      An Example of Heteroskedasticity
    • 05:30 4.
      Impact on the LS Estimator
    • 08:11 5.
      Impact on the LS Estimator
    • 08:22 6.
      Impact on the LS Estimator
    • 09:07 7.
      Impact on the LS Estimator
    • 13:30 8.
      Diagnosis (White’s Test)
    • 21:08 9.
      White’s Test
    • 24:26 10.
      White’s Test
    • 25:22 11.
      White’s Test
    • 26:02 12.
      White’s Test
    • 26:08 13.
      White’s Test
    • 26:33 14.
      An Example
    • 26:59 15.
      The White test
    • 28:43 16.
      Diagnosis (Goldfeld Quandt) (1)
    • 30:31 17.
      Diagnosis (Goldfeld Quandt) (2)
    • 31:24 18.
      Diagnosis (Goldfeld Quandt) (3)
    • 32:08 19.
      Diagnosis (Goldfeld Quandt) (4)
    • 33:15 20.
      Estimation with Known Ω
    • 42:41 21.
      Alternative Expression of Estimation with Known Ω (1)
    • 45:42 22.
      Alternative Expression of Estimation with Known Ω (2)
    • 49:49 23.
      Alternative Expression of Estimation with Known Ω
    • 51:23 24.
      Example: When Ω is Unknown
    • 54:56 25.
      An Example of Known Variance
    • 56:52 26.
      An Example of Heteroskedasticity
    • 58:01 27.
      An Example of Known Variance
    • 58:03 28.
      An Example of Heteroskedasticity
    • 58:13 29.
      An Example of Unknown Variances (1)
    • 59:33 30.
      An Example of Unknown Variances (2)
    • 1:00:36 31.
      The FGLS
    • 1:01:47 32.
      The White Estimator
    • 1:02:03 33.
      Robustness (White)
    • 1:02:31 34.
      The White Estimator
    • 1:02:32 35.
      The FGLS
    • 1:03:06 36.
      The White Estimator
    • 1:03:09 37.
      Robustness (White)
    • 1:03:36 38.
      The White Estimator
    • 1:03:36 39.
      The FGLS
    • 1:03:37 40.
      An Example of Unknown Variances (2)
    • 1:03:39 41.
      An Example of Unknown Variances (1)
    • 1:03:40 42.
      An Example of Heteroskedasticity
    • 1:03:42 43.
      An Example of Known Variance
    • 1:04:08 44.
      An Example of Heteroskedasticity
    • 1:04:08 45.
      An Example of Unknown Variances (1)
    • 1:04:09 46.
      An Example of Unknown Variances (2)
    • 1:04:10 47.
      The FGLS
    • 1:04:11 48.
      The White Estimator
    • 1:04:14 49.
      Robustness (White)
    • 1:04:31 50.
      Robust Test Statistic (White)
    • 1:06:52 51.
      Seemingly Unrelated Regression
    • 1:06:54 52.
      Robust Test Statistic (White)
    • 1:06:55 53.
      Robustness (White)
    • 1:06:56 54.
      The White Estimator
    • 1:07:48 55.
      Robustness (White)
    • 1:07:49 56.
      Robust Test Statistic (White)
    • 1:08:05 57.
      Seemingly Unrelated Regression
    • 1:08:06 58.
      SURE
    • 1:08:07 59.
      Seemingly Unrelated Regression
    • 1:08:08 60.
      Robust Test Statistic (White)
    • 1:08:09 61.
      Robustness (White)
    • 1:08:10 62.
      The White Estimator
    • 1:08:11 63.
      The FGLS
    • 1:08:13 64.
      The White Estimator
    Location
    Folder name
    計量經濟學
    Author
    李阿乙
    Branch
    powercam.fju.edu.tw (root)
    Created
    2022-10-30 19:36:49
    Last Updated
    2022-10-30 19:36:49
    Duration
    1:08:26