You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Very nice video!!! How can we fix heteroskedasticity, when detected? I am trying to detect herding using CSSD and CSAD, but I have to test for heteroskedasticity. How can I do that and fix the problem (probably there is heteroskedasticity).
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
It is really helpful and clear, thank you
Very nice video!!! How can we fix heteroskedasticity, when detected? I am trying to detect herding using CSSD and CSAD, but I have to test for heteroskedasticity. How can I do that and fix the problem (probably there is heteroskedasticity).
Nice one...
thank you a lot
If F and chi-square are 70%, doesn't it mean that heteroskedasticity is present?