• 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: 175, 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
Browse
175
Duration
1:08:26