Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Covers ANOVA method, focusing on partitioning total sum of squares into treatment and error components, mean square calculations, Fisher statistic, and F-distribution.
Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
