Definition of Homoskedasticity. Meaning of Homoskedasticity. Synonyms of Homoskedasticity

- heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. “Skedasticity” comes...
- variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard...
- appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity ****umed. If the Breusch–Pagan test...
- heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. “Skedasticity” comes...
- These classical models of financial time series typically ****ume homoskedasticity and normality and as such cannot explain stylized phenomena such as...
- University of Wisconsin–Madison Thesis Departures from Independence and Homoskedasticity in the Analysis of Variance and Related Statistical Analysis  (1953)...
- applicable for sample size n as n → ∞), and involve the ****umption of homoskedasticity across break points for finite samples; however, an exact test with...
- X_{i}]E[\Delta X_{i}'\Delta X_{i}]^{-1}} . Under the ****umption of homoskedasticity and no serial correlation, Var ( Δ u | X ) = σ Δ u 2 {\displaystyle...
- number of instruments for nonlinear simultaneous equation models with homoskedastic and serially uncorrelated errors. The form of the optimal instruments...
- same variance (that is, that the errors are serially uncorrelated and homoskedastic). Suppose also that a regression model of nominally the same form is...