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  2. Heteroskedasticity-consistent standard errors - Wikipedia

    en.wikipedia.org/wiki/Heteroskedasticity...

    An alternative to explicitly modelling the heteroskedasticity is using a resampling method such as the wild bootstrap. Given that the studentized bootstrap, which standardizes the resampled statistic by its standard error, yields an asymptotic refinement, [13] heteroskedasticity-robust standard errors remain nevertheless useful.

  3. White test - Wikipedia

    en.wikipedia.org/wiki/White_test

    An alternative to the White test is the Breusch–Pagan test, where the Breusch-Pagan test is designed to detect only linear forms of heteroskedasticity. Under certain conditions and a modification of one of the tests, they can be found to be algebraically equivalent.

  4. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    Heteroscedasticity does not cause ordinary least squares coefficient estimates to be biased, although it can cause ordinary least squares estimates of the variance (and, thus, standard errors) of the coefficients to be biased, possibly above or below the true of population variance. Thus, regression analysis using heteroscedastic data will ...

  5. Glejser test - Wikipedia

    en.wikipedia.org/wiki/Glejser_test

    Step 3: Select the equation with the highest R 2 and lowest standard errors to represent heteroscedasticity. Step 4: Perform a t-test on the equation selected from step 3 on γ 1 . If γ 1 is statistically significant, reject the null hypothesis of homoscedasticity.

  6. Autoregressive conditional heteroskedasticity - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_conditional...

    A method for testing whether the residuals exhibit time-varying heteroskedasticity using the Lagrange multiplier test was proposed by Engle (1982). This procedure is as follows: This procedure is as follows:

  7. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In Julia, the CovarianceMatrices.jl package [11] supports several types of heteroskedasticity and autocorrelation consistent covariance matrix estimation including Newey–West, White, and Arellano. In R , the packages sandwich [ 6 ] and plm [ 12 ] include a function for the Newey–West estimator.

  8. A Macy’s employee made accounting errors ‘intentionally ...

    www.aol.com/finance/macy-employee-made...

    A Macy’s employee made accounting errors ‘intentionally,’ hiding up to $154 million in expenses. Now the company’s earnings report is delayed. Sydney Lake. Updated December 5, 2024 at 4:21 PM.

  9. Park test - Wikipedia

    en.wikipedia.org/wiki/Park_test

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