Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Explores heteroskedasticity and autocorrelation in econometrics, covering implications, applications, testing methods, and hypothesis testing consequences.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores the construction and application of Hadamard matrices for efficient estimation of main effects without interactions in the Plackett-Burman Design.