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日期：2021-11-12
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  • 00:00 1.
    Estimation with Known Ω
  • 09:23 2.
    Alternative Expression of Estimation with Known Ω
  • 10:52 3.
    Estimation with Known Ω
  • 11:58 4.
    When Ω is Unknown
  • 12:06 5.
    Estimation with Known Ω
  • 12:09 6.
    Alternative Expression of Estimation with Known Ω
  • 12:21 7.
    Estimation with Known Ω
  • 12:22 8.
    When Ω is Unknown
  • 13:06 9.
    Example: When Ω is Unknown
  • 23:49 10.
    An Example of Known Variance
  • 28:28 11.
    An Example of Heteroskedasticity
  • 28:44 12.
    An Example of Known Variance
  • 28:57 13.
    An Example of Heteroskedasticity
  • 37:26 14.
    An Example of Known Variance
  • 37:27 15.
    An Example of Heteroskedasticity
  • 37:30 16.
    An Example of Known Variance
  • 37:38 17.
    An Example of Heteroskedasticity
  • 38:17 18.
    An Example of Known Variance
  • 38:20 19.
    An Example of Heteroskedasticity
  • 38:29 20.
    An Example of Known Variance
  • 38:32 21.
    An Example of Heteroskedasticity
  • 38:59 22.
    Estimation with Unknown Variances
  • 40:31 23.
    Slide 24
  • 41:34 24.
    The FGLS
  • 41:52 25.
    Slide 24
  • 41:55 26.
    The FGLS
  • 45:48 27.
    The White Estimator
  • 46:07 28.
    The FGLS
  • 46:08 29.
    Slide 24
  • 46:09 30.
    Estimation with Unknown Variances
  • 46:10 31.
    An Example of Heteroskedasticity
  • 46:12 32.
    Estimation with Unknown Variances
  • 46:12 33.
    Slide 24
  • 46:13 34.
    The FGLS
  • 46:14 35.
    The White Estimator
  • 47:34 36.
    Robustness (White)
  • 47:35 37.
    Robustness (White)
  • 47:36 38.
    Robustness (White)
  • 48:01 39.
    The White Estimator
  • 48:02 40.
    The FGLS
  • 48:03 41.
    Slide 24
  • 48:04 42.
    Estimation with Unknown Variances
  • 48:05 43.
    An Example of Heteroskedasticity
  • 48:06 44.
    An Example of Known Variance
  • 48:30 45.
    An Example of Heteroskedasticity
  • 48:30 46.
    Estimation with Unknown Variances
  • 48:31 47.
    Slide 24
  • 48:31 48.
    The FGLS
  • 48:32 49.
    The White Estimator
  • 48:33 50.
    Robustness (White)
  • 48:37 51.
    Robustness (White)
  • 48:41 52.
    Robustness (White)
  • 48:41 53.
    The White Estimator
  • 48:42 54.
    Robustness (White)
  • 48:45 55.
    Robustness (White)
  • 50:59 56.
    Robustness (White)
  • 51:00 57.
    Robustness (White)
  • 51:09 58.
    Seemingly Unrelated Regression
  • 51:10 59.
    Robustness (White)
  • 51:10 60.
    Robustness (White)
  • 51:11 61.
    The White Estimator
  • 52:15 62.
    The FGLS
  • 52:15 63.
    Slide 24
  • 52:15 64.
    Estimation with Unknown Variances
  • 52:16 65.
    An Example of Heteroskedasticity
  • 52:16 66.
    An Example of Known Variance
  • 52:17 67.
    Example: When Ω is Unknown
  • 52:18 68.
    When Ω is Unknown
  • 52:18 69.
    Estimation with Known Ω
  • 52:19 70.
    Alternative Expression of Estimation with Known Ω
  • 52:19 71.
    Estimation with Known Ω
  • 52:20 72.
    Diagnosis (Goldfeld Quandt)
  • 52:20 73.
    Diagnosis (Goldfeld Quandt)
  • 52:23 74.
    Diagnosis (Goldfeld Quandt)
  • 52:23 75.
    Diagnosis (Goldfeld Quandt)
  • 52:24 76.
    The White test
  • 52:24 77.
    An Example
  • 53:46 78.
    The White test
  • 53:46 79.
    Diagnosis (Goldfeld Quandt)
  • 53:47 80.
    Diagnosis (Goldfeld Quandt)
  • 53:47 81.
    Diagnosis (Goldfeld Quandt)
  • 53:47 82.
    Diagnosis (Goldfeld Quandt)
  • 53:48 83.
    Estimation with Known Ω
  • 53:48 84.
    Alternative Expression of Estimation with Known Ω
  • 53:48 85.
    Estimation with Known Ω
  • 53:49 86.
    When Ω is Unknown
  • 53:50 87.
    Example: When Ω is Unknown
  • 53:50 88.
    An Example of Known Variance
  • 53:51 89.
    An Example of Heteroskedasticity
  • 53:51 90.
    Estimation with Unknown Variances
  • 53:52 91.
    Slide 24
  • 53:52 92.
    The FGLS
  • 53:52 93.
    The White Estimator
  • 53:53 94.
    Robustness (White)
  • 53:53 95.
    Robustness (White)
  • 56:08 96.
    Seemingly Unrelated Regression
  • 1:12:10 97.
    SURE
  • 1:18:11 98.
    Seemingly Unrelated Regression Estimator
  • 1:21:49 99.
    SURE
  • 1:21:54 100.
    SURE
  • 1:21:59 101.
    Slide 34
  • 1:22:00 102.
    SURE
  • 1:22:01 103.
    SURE
  • 1:22:02 104.
    SURE
  • 1:22:02 105.
    Slide 34
  • 1:22:03 106.
    Slide 35
  • 1:22:04 107.
    Slide 36
  • 1:22:04 108.
    Slide 37
  • 1:22:05 109.
    Slide 38
  • 1:22:06 110.
    Slide 37
  • 1:22:07 111.
    Slide 36
  • 1:22:07 112.
    Slide 35
  • 1:22:07 113.
    Slide 34
  • 1:22:08 114.
    SURE
  • 1:22:09 115.
    SURE
  • 1:22:09 116.
    Seemingly Unrelated Regression Estimator
  • 1:22:10 117.
    SURE
  • 1:22:11 118.
    Seemingly Unrelated Regression
  • 1:22:11 119.
    Robustness (White)
  • 1:22:12 120.
    Seemingly Unrelated Regression
  • 1:22:13 121.
    SURE
  • 1:22:13 122.
    Seemingly Unrelated Regression Estimator
  • 1:22:14 123.
    SURE
  • 1:22:15 124.
    SURE
  • 1:22:17 125.
    Slide 34
  • 1:23:21 126.
    Slide 35
  • 1:23:57 127.
    Slide 36
  • 1:25:53 128.
    Slide 35
  • 1:25:53 129.
    Slide 34
  • 1:26:42 130.
    Slide 35
  • 1:26:42 131.
    Slide 36
  • 1:27:00 132.
    Slide 35
  • 1:27:01 133.
    Slide 34
  • 1:27:10 134.
    Slide 35
  • 1:27:41 135.
    Slide 36
  • 1:27:42 136.
    Slide 37
  • 1:28:03 137.
    Slide 36
  • 1:28:04 138.
    Slide 35
  • 1:28:06 139.
    Slide 36
  • 1:28:07 140.
    Slide 37
  • 1:35:29 141.
    Slide 38
  • 索引
  • 筆記
  • 討論
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acct-5-heteroskedasticity-20211110
長度: 1:39:10, 瀏覽: 598, 最近修訂: 2021-11-12
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    • 00:00 1.
      Estimation with Known Ω
    • 09:23 2.
      Alternative Expression of Estimation with Known Ω
    • 10:52 3.
      Estimation with Known Ω
    • 11:58 4.
      When Ω is Unknown
    • 12:06 5.
      Estimation with Known Ω
    • 12:09 6.
      Alternative Expression of Estimation with Known Ω
    • 12:21 7.
      Estimation with Known Ω
    • 12:22 8.
      When Ω is Unknown
    • 13:06 9.
      Example: When Ω is Unknown
    • 23:49 10.
      An Example of Known Variance
    • 28:28 11.
      An Example of Heteroskedasticity
    • 28:44 12.
      An Example of Known Variance
    • 28:57 13.
      An Example of Heteroskedasticity
    • 37:26 14.
      An Example of Known Variance
    • 37:27 15.
      An Example of Heteroskedasticity
    • 37:30 16.
      An Example of Known Variance
    • 37:38 17.
      An Example of Heteroskedasticity
    • 38:17 18.
      An Example of Known Variance
    • 38:20 19.
      An Example of Heteroskedasticity
    • 38:29 20.
      An Example of Known Variance
    • 38:32 21.
      An Example of Heteroskedasticity
    • 38:59 22.
      Estimation with Unknown Variances
    • 40:31 23.
      Slide 24
    • 41:34 24.
      The FGLS
    • 41:52 25.
      Slide 24
    • 41:55 26.
      The FGLS
    • 45:48 27.
      The White Estimator
    • 46:07 28.
      The FGLS
    • 46:08 29.
      Slide 24
    • 46:09 30.
      Estimation with Unknown Variances
    • 46:10 31.
      An Example of Heteroskedasticity
    • 46:12 32.
      Estimation with Unknown Variances
    • 46:12 33.
      Slide 24
    • 46:13 34.
      The FGLS
    • 46:14 35.
      The White Estimator
    • 47:34 36.
      Robustness (White)
    • 47:35 37.
      Robustness (White)
    • 47:36 38.
      Robustness (White)
    • 48:01 39.
      The White Estimator
    • 48:02 40.
      The FGLS
    • 48:03 41.
      Slide 24
    • 48:04 42.
      Estimation with Unknown Variances
    • 48:05 43.
      An Example of Heteroskedasticity
    • 48:06 44.
      An Example of Known Variance
    • 48:30 45.
      An Example of Heteroskedasticity
    • 48:30 46.
      Estimation with Unknown Variances
    • 48:31 47.
      Slide 24
    • 48:31 48.
      The FGLS
    • 48:32 49.
      The White Estimator
    • 48:33 50.
      Robustness (White)
    • 48:37 51.
      Robustness (White)
    • 48:41 52.
      Robustness (White)
    • 48:41 53.
      The White Estimator
    • 48:42 54.
      Robustness (White)
    • 48:45 55.
      Robustness (White)
    • 50:59 56.
      Robustness (White)
    • 51:00 57.
      Robustness (White)
    • 51:09 58.
      Seemingly Unrelated Regression
    • 51:10 59.
      Robustness (White)
    • 51:10 60.
      Robustness (White)
    • 51:11 61.
      The White Estimator
    • 52:15 62.
      The FGLS
    • 52:15 63.
      Slide 24
    • 52:15 64.
      Estimation with Unknown Variances
    • 52:16 65.
      An Example of Heteroskedasticity
    • 52:16 66.
      An Example of Known Variance
    • 52:17 67.
      Example: When Ω is Unknown
    • 52:18 68.
      When Ω is Unknown
    • 52:18 69.
      Estimation with Known Ω
    • 52:19 70.
      Alternative Expression of Estimation with Known Ω
    • 52:19 71.
      Estimation with Known Ω
    • 52:20 72.
      Diagnosis (Goldfeld Quandt)
    • 52:20 73.
      Diagnosis (Goldfeld Quandt)
    • 52:23 74.
      Diagnosis (Goldfeld Quandt)
    • 52:23 75.
      Diagnosis (Goldfeld Quandt)
    • 52:24 76.
      The White test
    • 52:24 77.
      An Example
    • 53:46 78.
      The White test
    • 53:46 79.
      Diagnosis (Goldfeld Quandt)
    • 53:47 80.
      Diagnosis (Goldfeld Quandt)
    • 53:47 81.
      Diagnosis (Goldfeld Quandt)
    • 53:47 82.
      Diagnosis (Goldfeld Quandt)
    • 53:48 83.
      Estimation with Known Ω
    • 53:48 84.
      Alternative Expression of Estimation with Known Ω
    • 53:48 85.
      Estimation with Known Ω
    • 53:49 86.
      When Ω is Unknown
    • 53:50 87.
      Example: When Ω is Unknown
    • 53:50 88.
      An Example of Known Variance
    • 53:51 89.
      An Example of Heteroskedasticity
    • 53:51 90.
      Estimation with Unknown Variances
    • 53:52 91.
      Slide 24
    • 53:52 92.
      The FGLS
    • 53:52 93.
      The White Estimator
    • 53:53 94.
      Robustness (White)
    • 53:53 95.
      Robustness (White)
    • 56:08 96.
      Seemingly Unrelated Regression
    • 1:12:10 97.
      SURE
    • 1:18:11 98.
      Seemingly Unrelated Regression Estimator
    • 1:21:49 99.
      SURE
    • 1:21:54 100.
      SURE
    • 1:21:59 101.
      Slide 34
    • 1:22:00 102.
      SURE
    • 1:22:01 103.
      SURE
    • 1:22:02 104.
      SURE
    • 1:22:02 105.
      Slide 34
    • 1:22:03 106.
      Slide 35
    • 1:22:04 107.
      Slide 36
    • 1:22:04 108.
      Slide 37
    • 1:22:05 109.
      Slide 38
    • 1:22:06 110.
      Slide 37
    • 1:22:07 111.
      Slide 36
    • 1:22:07 112.
      Slide 35
    • 1:22:07 113.
      Slide 34
    • 1:22:08 114.
      SURE
    • 1:22:09 115.
      SURE
    • 1:22:09 116.
      Seemingly Unrelated Regression Estimator
    • 1:22:10 117.
      SURE
    • 1:22:11 118.
      Seemingly Unrelated Regression
    • 1:22:11 119.
      Robustness (White)
    • 1:22:12 120.
      Seemingly Unrelated Regression
    • 1:22:13 121.
      SURE
    • 1:22:13 122.
      Seemingly Unrelated Regression Estimator
    • 1:22:14 123.
      SURE
    • 1:22:15 124.
      SURE
    • 1:22:17 125.
      Slide 34
    • 1:23:21 126.
      Slide 35
    • 1:23:57 127.
      Slide 36
    • 1:25:53 128.
      Slide 35
    • 1:25:53 129.
      Slide 34
    • 1:26:42 130.
      Slide 35
    • 1:26:42 131.
      Slide 36
    • 1:27:00 132.
      Slide 35
    • 1:27:01 133.
      Slide 34
    • 1:27:10 134.
      Slide 35
    • 1:27:41 135.
      Slide 36
    • 1:27:42 136.
      Slide 37
    • 1:28:03 137.
      Slide 36
    • 1:28:04 138.
      Slide 35
    • 1:28:06 139.
      Slide 36
    • 1:28:07 140.
      Slide 37
    • 1:35:29 141.
      Slide 38
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