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...
- 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...
- 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...
- volatility and for the GARCH (generalized autoregressive conditional heteroskedasticity) model. Tim Bollerslev received his MSc in economics and mathematics...
- 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...
- 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...
- estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated. Newey received his B.A. from Brigham Young University...