Definition of Heteroskedastic. Meaning of Heteroskedastic. Synonyms of Heteroskedastic

Here you will find one or more explanations in English for the word Heteroskedastic. Also in the bottom left of the page several parts of wikipedia pages related to the word Heteroskedastic and, of course, Heteroskedastic synonyms and on the right images related to the word Heteroskedastic.

Definition of Heteroskedastic

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Meaning of Heteroskedastic from wikipedia

- 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...
- In statistics, specifically regression analysis, a binary regression estimates a relationship between one or more explanatory variables and a single output...
- (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain Spectral density...
- (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain Spectral density...
- Bera, Anil K. (2009). "Maximum Entropy Autoregressive Conditional Heteroskedasticity Model" (PDF). Journal of Econometrics. 150 (2): 219–230. CiteSeerX 10...
- (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR) Frequency domain Spectral density...