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Heteroskedastic
(redirected from Heteroskedasticity)

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Heteroskedastic
A sequence of variables in which each variable has a different variance. Heteroskedastics may be used to measure the margin of the error between predicted and actual data. See also: ARCH.
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1980, "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica 48, 817-838.
The impact of investment opportunities and free cash flow on ... by Chen, Sheng-Syan; Chou, Robin K.; Chou, Shu-Fen / Financial Management
The asterisks are used to represent the statistically significant coefficients at the 1% (***), 5% (**) and 10% (*) significance levels, based on heteroskedasticity and autocorrelation adjusted errors (following Newey and West, 1987).
Measuring fund performance using multi-factor models: evidence for ... by Leite, Paulo; Cortez, Maria Ceu; Armada, Manuel Rocha / International Journal of Business
The data series may exhibit Heteroskedasticity and serial correlation problems as they often tend to cause biased standard errors for coefficients, producing invalid statistical inferences.
Investors' perception & domestic private investments in India-role of ... by Vadlamannati, Krishna Chaitanya; Irala, Lokanandha Reddy / Indian Journal of Economics and Business
 
 
 
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