tut10 heteroskedasticity
Post on 01-Feb-2015
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DESCRIPTION
Explains issues of heteroskedasticity for your econometric model
TRANSCRIPT
ECON321Economic Analysis
Tutorial 10
Heteroskedasticity
Introduction
• This tutorial shows you how to estimate a multiple regression model in EViews and test for heteroskedasticity.
• We use a version of the house price data from tutorial 8.
Now you know how to test your results for heteroskedasticity in cross-sectional data. The following tutorial will show you how to test for autocorrelation in time series data.
Remember to save your workfile before you proceed.
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