Heteroskedasticity tests (Part 1): Breusch-Pagan test (Excel)

Описание к видео Heteroskedasticity tests (Part 1): Breusch-Pagan test (Excel)

How one can detect heteroskedasticity in their dataset? The simplest test is perhaps the Breusch-Pagan test that uses the concept of auxiliary regression to relate squared residuals to the initial independent variables. Today we will learn how to apply it in Excel and also discuss its advantages and limitations.

Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Econometrics!

Please consider supporting NEDL on Patreon:   / nedleducation  

Комментарии

Информация по комментариям в разработке