講者：USER
日期：2021-11-03
觀看: 578
  • 00:00 1.
    Heteroskedasticity
  • 02:09 2.
    What is Heteroskedasticity?
  • 08:28 3.
    An Example of Heteroskedasticity
  • 13:50 4.
    Impact on the LS Estimator
  • 18:03 5.
    Impact on the LS Estimator
  • 25:33 6.
    Diagnosis (White’s Test)
  • 26:27 7.
    Impact on the LS Estimator
  • 26:27 8.
    Impact on the LS Estimator
  • 26:28 9.
    An Example of Heteroskedasticity
  • 26:59 10.
    Impact on the LS Estimator
  • 26:59 11.
    Impact on the LS Estimator
  • 27:00 12.
    Diagnosis (White’s Test)
  • 31:03 13.
    Diagnosis (White’s Test)
  • 34:04 14.
    White’s Test
  • 34:22 15.
    Diagnosis (White’s Test)
  • 34:25 16.
    White’s Test
  • 34:29 17.
    Diagnosis (White’s Test)
  • 34:32 18.
    White’s Test
  • 34:42 19.
    White’s Test
  • 34:47 20.
    White’s Test
  • 35:04 21.
    White’s Test
  • 35:05 22.
    White’s Test
  • 35:41 23.
    White’s Test
  • 35:42 24.
    White’s Test
  • 37:27 25.
    An Example
  • 37:28 26.
    White’s Test
  • 44:00 27.
    White’s Test
  • 44:01 28.
    White’s Test
  • 44:10 29.
    An Example
  • 44:13 30.
    White’s Test
  • 45:29 31.
    An Example
  • 46:57 32.
    The White test
  • 47:11 33.
    An Example
  • 47:13 34.
    The White test
  • 48:13 35.
    An Example
  • 48:13 36.
    White’s Test
  • 48:13 37.
    White’s Test
  • 48:14 38.
    White’s Test
  • 48:14 39.
    Diagnosis (White’s Test)
  • 48:14 40.
    Impact on the LS Estimator
  • 48:15 41.
    Impact on the LS Estimator
  • 48:15 42.
    An Example of Heteroskedasticity
  • 48:15 43.
    What is Heteroskedasticity?
  • 48:16 44.
    An Example of Heteroskedasticity
  • 48:19 45.
    Impact on the LS Estimator
  • 48:20 46.
    Impact on the LS Estimator
  • 48:20 47.
    Diagnosis (White’s Test)
  • 48:20 48.
    White’s Test
  • 48:21 49.
    White’s Test
  • 48:21 50.
    White’s Test
  • 48:21 51.
    An Example
  • 48:23 52.
    The White test
  • 49:17 53.
    Diagnosis (Goldfeld Quandt)
  • 49:19 54.
    The White test
  • 49:20 55.
    Diagnosis (Goldfeld Quandt)
  • 51:11 56.
    The White test
  • 51:11 57.
    An Example
  • 51:12 58.
    White’s Test
  • 51:12 59.
    White’s Test
  • 51:13 60.
    White’s Test
  • 51:13 61.
    Diagnosis (White’s Test)
  • 51:13 62.
    Impact on the LS Estimator
  • 51:14 63.
    Impact on the LS Estimator
  • 51:14 64.
    An Example of Heteroskedasticity
  • 51:58 65.
    Impact on the LS Estimator
  • 51:59 66.
    Impact on the LS Estimator
  • 52:00 67.
    Diagnosis (White’s Test)
  • 52:01 68.
    White’s Test
  • 52:01 69.
    White’s Test
  • 52:02 70.
    White’s Test
  • 52:03 71.
    An Example
  • 52:04 72.
    The White test
  • 52:05 73.
    Diagnosis (Goldfeld Quandt)
  • 52:24 74.
    Diagnosis (Goldfeld Quandt)
  • 53:03 75.
    Diagnosis (Goldfeld Quandt)
  • 53:49 76.
    Diagnosis (Goldfeld Quandt)
  • 53:59 77.
    Diagnosis (Goldfeld Quandt)
  • 54:05 78.
    Diagnosis (Goldfeld Quandt)
  • 56:26 79.
    Diagnosis (Goldfeld Quandt)
  • 56:26 80.
    Diagnosis (Goldfeld Quandt)
  • 58:12 81.
    Estimation with Known Ω
  • 58:17 82.
    Diagnosis (Goldfeld Quandt)
  • 58:41 83.
    Estimation with Known Ω
  • 1:01:39 84.
    Alternative Expression of Estimation with Known Ω
  • 1:01:41 85.
    Estimation with Known Ω
  • 1:01:44 86.
    Estimation with Known Ω
  • 1:04:33 87.
    Alternative Expression of Estimation with Known Ω
  • 1:04:34 88.
    Estimation with Known Ω
  • 1:04:35 89.
    When Ω is Unknown
  • 1:04:36 90.
    Example: When Ω is Unknown
  • 1:04:37 91.
    An Example of Known Variance
  • 1:04:39 92.
    An Example of Heteroskedasticity
  • 1:04:41 93.
    An Example of Known Variance
  • 1:05:37 94.
    An Example of Heteroskedasticity
  • 1:06:38 95.
    An Example of Known Variance
  • 1:06:40 96.
    An Example of Heteroskedasticity
  • 1:06:58 97.
    An Example of Known Variance
  • 1:07:02 98.
    An Example of Heteroskedasticity
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acct-5-heteroskedasticity-20211013
長度: 1:08:56, 瀏覽: 579, 最近修訂: 2021-11-03
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    • 00:00 1.
      Heteroskedasticity
    • 02:09 2.
      What is Heteroskedasticity?
    • 08:28 3.
      An Example of Heteroskedasticity
    • 13:50 4.
      Impact on the LS Estimator
    • 18:03 5.
      Impact on the LS Estimator
    • 25:33 6.
      Diagnosis (White’s Test)
    • 26:27 7.
      Impact on the LS Estimator
    • 26:27 8.
      Impact on the LS Estimator
    • 26:28 9.
      An Example of Heteroskedasticity
    • 26:59 10.
      Impact on the LS Estimator
    • 26:59 11.
      Impact on the LS Estimator
    • 27:00 12.
      Diagnosis (White’s Test)
    • 31:03 13.
      Diagnosis (White’s Test)
    • 34:04 14.
      White’s Test
    • 34:22 15.
      Diagnosis (White’s Test)
    • 34:25 16.
      White’s Test
    • 34:29 17.
      Diagnosis (White’s Test)
    • 34:32 18.
      White’s Test
    • 34:42 19.
      White’s Test
    • 34:47 20.
      White’s Test
    • 35:04 21.
      White’s Test
    • 35:05 22.
      White’s Test
    • 35:41 23.
      White’s Test
    • 35:42 24.
      White’s Test
    • 37:27 25.
      An Example
    • 37:28 26.
      White’s Test
    • 44:00 27.
      White’s Test
    • 44:01 28.
      White’s Test
    • 44:10 29.
      An Example
    • 44:13 30.
      White’s Test
    • 45:29 31.
      An Example
    • 46:57 32.
      The White test
    • 47:11 33.
      An Example
    • 47:13 34.
      The White test
    • 48:13 35.
      An Example
    • 48:13 36.
      White’s Test
    • 48:13 37.
      White’s Test
    • 48:14 38.
      White’s Test
    • 48:14 39.
      Diagnosis (White’s Test)
    • 48:14 40.
      Impact on the LS Estimator
    • 48:15 41.
      Impact on the LS Estimator
    • 48:15 42.
      An Example of Heteroskedasticity
    • 48:15 43.
      What is Heteroskedasticity?
    • 48:16 44.
      An Example of Heteroskedasticity
    • 48:19 45.
      Impact on the LS Estimator
    • 48:20 46.
      Impact on the LS Estimator
    • 48:20 47.
      Diagnosis (White’s Test)
    • 48:20 48.
      White’s Test
    • 48:21 49.
      White’s Test
    • 48:21 50.
      White’s Test
    • 48:21 51.
      An Example
    • 48:23 52.
      The White test
    • 49:17 53.
      Diagnosis (Goldfeld Quandt)
    • 49:19 54.
      The White test
    • 49:20 55.
      Diagnosis (Goldfeld Quandt)
    • 51:11 56.
      The White test
    • 51:11 57.
      An Example
    • 51:12 58.
      White’s Test
    • 51:12 59.
      White’s Test
    • 51:13 60.
      White’s Test
    • 51:13 61.
      Diagnosis (White’s Test)
    • 51:13 62.
      Impact on the LS Estimator
    • 51:14 63.
      Impact on the LS Estimator
    • 51:14 64.
      An Example of Heteroskedasticity
    • 51:58 65.
      Impact on the LS Estimator
    • 51:59 66.
      Impact on the LS Estimator
    • 52:00 67.
      Diagnosis (White’s Test)
    • 52:01 68.
      White’s Test
    • 52:01 69.
      White’s Test
    • 52:02 70.
      White’s Test
    • 52:03 71.
      An Example
    • 52:04 72.
      The White test
    • 52:05 73.
      Diagnosis (Goldfeld Quandt)
    • 52:24 74.
      Diagnosis (Goldfeld Quandt)
    • 53:03 75.
      Diagnosis (Goldfeld Quandt)
    • 53:49 76.
      Diagnosis (Goldfeld Quandt)
    • 53:59 77.
      Diagnosis (Goldfeld Quandt)
    • 54:05 78.
      Diagnosis (Goldfeld Quandt)
    • 56:26 79.
      Diagnosis (Goldfeld Quandt)
    • 56:26 80.
      Diagnosis (Goldfeld Quandt)
    • 58:12 81.
      Estimation with Known Ω
    • 58:17 82.
      Diagnosis (Goldfeld Quandt)
    • 58:41 83.
      Estimation with Known Ω
    • 1:01:39 84.
      Alternative Expression of Estimation with Known Ω
    • 1:01:41 85.
      Estimation with Known Ω
    • 1:01:44 86.
      Estimation with Known Ω
    • 1:04:33 87.
      Alternative Expression of Estimation with Known Ω
    • 1:04:34 88.
      Estimation with Known Ω
    • 1:04:35 89.
      When Ω is Unknown
    • 1:04:36 90.
      Example: When Ω is Unknown
    • 1:04:37 91.
      An Example of Known Variance
    • 1:04:39 92.
      An Example of Heteroskedasticity
    • 1:04:41 93.
      An Example of Known Variance
    • 1:05:37 94.
      An Example of Heteroskedasticity
    • 1:06:38 95.
      An Example of Known Variance
    • 1:06:40 96.
      An Example of Heteroskedasticity
    • 1:06:58 97.
      An Example of Known Variance
    • 1:07:02 98.
      An Example of Heteroskedasticity
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    發表人
    李阿乙
    單位
    powercam.fju.edu.tw (root)
    建立
    2021-11-03 23:25:40
    最近修訂
    2021-11-03 23:41:58
    長度
    1:08:56
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