# heteroscedastic

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## heteroscedastic

(ˌhɛtərəʊskɪˈdæstɪk)
adj
1. (Statistics) (of several distributions) having different variances
2. (Statistics) (of a bivariate or multivariate distribution) not having any variable whose variance is the same for all values of the other or others
3. (Statistics) (of a random variable) having different variances for different values of the others in a multivariate distribution
[C20: from hetero- + scedastic, from Greek skedasis a scattering, dispersal]
heteroscedasticity n
Translations
eteroschedastico
References in periodicals archive ?
Standard errors are White-corrected for heteroscedasticity.
Both equations are estimated by Newey-West heteroscedasticity and autocorrelation consistent method (NWHAC) (Newey and West (1987)).
After econometric testing for possible adverse effects of multicollinearity, heteroscedasticity and autocorrelation, the results of the simultaneous multiple linear regression analysis appear to have captured a quantification of the following hypothesized relationships.
Fox covers transformations of variables to remedy problems such as those associated with non-linearity, heteroscedasticity and non-normality, as well as the recoding of variables.
The estimation methodology used is ordinary least squares (OLS) with heteroscedasticity adjustment for standard errors according to White (1980).
This method for producing heteroscedasticity corrected or "robust" standard errors is specified by White (1980, 1982).
In this case, the regression equation was less accurate at lower share rates--by definition heteroscedasticity.
The Breusch and Pagan (1979) test for heteroscedasticity yielded an [x.
Previous studies have reported that data of this type may exhibit heteroscedasticity (Crete et al.
From the methodological perspective, violations of assumptions of the regression model, such as heteroscedasticity and multicollinearity, are examined selectively in the single-equation model of chapter 3.
We also explicitly model remaining conditional heteroscedasticity in the market model residuals.
Beginning with the introduction of the Autoregressive Conditional Heteroscedasticity (ARCH) model of Engle (1982), return-generating models incorporating time-varying volatility have received considerable attention in the finance and economics literature.
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