Introductory Econometrics¶
Wooldridge, J. M. (2012). Introductory Econometrics: A Modern Approach.
Cited by¶
2 citations across 2 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Assumption
- The dependent activity is the estimation of a coefficient \(\hat{\beta}\); the downstream commitment is an inference such as "this predictor has a significant effect."
This sourceStates the classical OLS assumptions (linearity, exogeneity, homoskedasticity, no autocorrelation) and shows how violating independence understates standard errors while leaving the point estimate unbiased.
- The dependent activity is the estimation of a coefficient \(\hat{\beta}\); the downstream commitment is an inference such as "this predictor has a significant effect."
Mechanisms¶
- Heteroscedasticity and Scale Test
- Test formally. Regress squared residuals on predictors (Breusch–Pagan) or on the fitted values and their squares (White) to get a significance verdict on constant variance.
This sourcePresents Breusch–Pagan and the fitted-value special form of White’s auxiliary-regression tests for deciding whether the constant-variance assumption is rejected.
- Test formally. Regress squared residuals on predictors (Breusch–Pagan) or on the fitted values and their squares (White) to get a significance verdict on constant variance.
Verification¶
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Links previously used in the corpus¶
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Registry ID ref:126345536fde · see in the full table