Definition of Heteroskedastic. Meaning of Heteroskedastic. Synonyms of Heteroskedastic

- as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. “Skedasticity” comes from the Ancient Gr****...
- The topic of heteroskedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and time series...
- In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
- developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with...
- is a test of pure heteroskedasticity. If cross products are introduced in the model, then it is a test of both heteroskedasticity and specification bias...
- move at all. In foreign exchange market, price changes are seasonally heteroskedastic with periods of one day and one w****. Periods when prices fall quickly...
- non-robust simple linear regression (least squares) for skewed and heteroskedastic data, and competes well against least squares even for normally distributed...
- biased (not accurate on average). This is also true if the noise is heteroskedastic – that is, if it has different variances for different data points...
- to overcome autocorrelation (also called serial correlation), and heteroskedasticity in the error terms in the models, often for regressions applied to...
- formula for a ball centered at μ with radius σ in n-dimensional space. Heteroskedasticity occurs when the amount of error is correlated with an independent...