-
spellings homoskedasticity and
heteroskedasticity are also
frequently used. “
Skedasticity”
comes from the
Ancient Gr**** word “skedánnymi”,
meaning “to scatter”...
- the
conditional variance is also
known as the
scedastic function or
skedastic function.
Conditional variances are
important parts of autoregressive...
- In R, White's Test can be
implemented using the
white function of the
skedastic package. In Python, White's Test can be
implemented using the het_white...
- Test can be
implemented in R
software using the
glejser function of the
skedastic package. It can also be
implemented in
SHAZAM econometrics software. Breusch–Pagan...
-
available in the plm package, or the
function breusch_pagan available in the
skedastic package. In Stata, one
specifies the full regression, and then enters...
-
spellings homoskedasticity and
heteroskedasticity are also
frequently used. “
Skedasticity”
comes from the
Ancient Gr**** word “skedánnymi”,
meaning “to scatter”...
- (parametric F test only), or
using the
goldfeld_quandt function of the
skedastic package (both
parametric F test and
nonparametric peaks test). Breusch–Pagan...
-
whenever r ≠ s,
whereas E[ εir εjr | X ] = σij.
Denoting Σ = [σij] the m×m
skedasticity matrix of each observation, the
covariance matrix of the
stacked error...
