Heteroskedasticity tests in EViews

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  • เผยแพร่เมื่อ 11 พ.ย. 2024

ความคิดเห็น • 6

  • @NEDLeducation
    @NEDLeducation  ปีที่แล้ว

    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

  • @corradoforza
    @corradoforza ปีที่แล้ว +1

    Thank you so much for the video, very clear and interesting! Video suggestion: Deterministic Frontier Analysis and Stochastic Frontier Analysis

  • @sirchat
    @sirchat ปีที่แล้ว +1

    Hi Bro, you work has been extremely helpful in understanding distributions. Regarding the returns with Stocks, are there going to be any new videos? I was also keen to know which of the distribution methods did you end up liking the most for historical returns in terms of reliability. Cheers

    • @NEDLeducation
      @NEDLeducation  ปีที่แล้ว

      Hi, and thanks for the question! For stocks, Johnson SU and generalised normal distribution generally work best. I have covered a lot of distributions and there might not be many left that are easily implementable and practically relevant :) Glad the videos have been helpful!

  • @yuyunekawati9889
    @yuyunekawati9889 ปีที่แล้ว

    Hey @NEDL, I've a lot of data observation and I couldn't find the solution to fit heteroscedasticity test. Can you give me some advice? Thanks

  • @withloveara
    @withloveara ปีที่แล้ว

    hi! how about it panel data? how to do the test for heteroskedasticity?