Printer Friendly
Dictionary, Encyclopedia and Thesaurus - The Free Dictionary
3,900,179,003 visitors served.
forum Join the Word of the Day Mailing List For webmasters
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

heteroscedasticity
(redirected from Heteroskedasticity)

    Also found in: Financial, Wikipedia 0.01 sec.
heteroscedasticity
an irregular scattering of values in a series of distributions; accompanied by a comparable scatter of variances.
Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.
?Page tools
Printer friendly
Cite / link 		Feedback
Add definition
Mentioned in?  References in periodicals archive?   Medical browser?   Full browser?
No references found
 
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
 
 
 
Medical Dictionary
?

Terms of Use | Privacy policy | Feedback | Advertise with Us | Copyright © 2012 Farlex, Inc.
Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.