enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  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. Homoscedasticity and heteroscedasticity - Wikipedia

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

    Heteroscedasticity often occurs when there is a large difference among the sizes of the observations. A classic example of heteroscedasticity is that of income versus expenditure on meals. A wealthy person may eat inexpensive food sometimes and expensive food at other times. A poor person will almost always eat inexpensive food.

  4. Autoregressive conditional heteroskedasticity - Wikipedia

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

    The lag length p of a GARCH(p, q) process is established in three steps: . Estimate the best fitting AR(q) model = + + + + = + = +. Compute and plot the ...

  5. 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.

  6. 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.

  7. 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.

  8. Weighted least squares - Wikipedia

    en.wikipedia.org/wiki/Weighted_least_squares

    Weighted least squares (WLS), also known as weighted linear regression, [1] [2] is a generalization of ordinary least squares and linear regression in which knowledge of the unequal variance of observations (heteroscedasticity) is incorporated into the regression.

  9. Park test - Wikipedia

    en.wikipedia.org/wiki/Park_test

    Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Help; Learn to edit; Community portal; Recent changes; Upload file