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...
- heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. “Skedasticity” comes...
- appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity ****umed. If the Breusch–Pagan test...
- University of Wisconsin–Madison Thesis Departures from Independence and Homoskedasticity in the Analysis of Variance and Related Statistical Analysis  (1953)...
- the Goldfeld–Quandt test may improperly accept the null hypothesis of homoskedastic errors.[citation needed] Unfortunately the Goldfeld–Quandt test is not...
- These classical models of financial time series typically ****ume homoskedasticity and normality and as such cannot explain stylized phenomena such as...
- with this problem, the original model needs to be transformed to be homoskedastic. For instance, in the same example, 1 [ β 0 + β 1 x 1 + ε > 0 ] {\displaystyle...
- applicable for sample size n as n → ∞), and involve the ****umption of homoskedasticity across break points for finite samples; however, an exact test with...
- they are not. If the error terms u i t {\displaystyle u_{it}} are homoskedastic with no serial correlation, the fixed effects estimator is more efficient...