Introduction
What this guide covers
Introduction Introduction Econometrics — Advanced Theory
Overview
Topics covered
- Introduction
- Heteroskedasticity and Autocorrelation
- 1. The Generalized Linear Model (GLM)
- 2. Notation and Fundamental Structures
- 3. Heteroscedasticity: Nature and Causes
- Sources of Generation of Heteroscedasticity
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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\mathbf{y} = \mathbf{X}\boldsymbol{\beta} + \mathbf{u}