Definition of Homoskedasticity. Meaning of Homoskedasticity. Synonyms of Homoskedasticity

- heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. Skedasticity comes...
- variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard...
- appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity ****umed. If the Breusch–Pagan test...
- heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. Skedasticity comes...
- the Goldfeld–Quandt test may improperly accept the null hypothesis of homoskedastic errors.[citation needed] Unfortunately the Goldfeld–Quandt test is not...
- University of Wisconsin–Madison Thesis Departures from Independence and Homoskedasticity in the Analysis of Variance and Related Statistical Analysis  (1953)...
- X_{i}]E[\Delta X_{i}'\Delta X_{i}]^{-1}} . Under the ****umption of homoskedasticity and no serial correlation, mathematically that, V a r ( Δ u | X ) =...
- applicable for sample size n as n → ∞), and involve the ****umption of homoskedasticity across break points for finite samples; however, an exact test with...
- These classical models of financial time series typically ****ume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy...
- standard errors solve this problem in different ways. For example, classic homoskedastic standard errors ****ume that Ω {\displaystyle \Omega } is diagonal with...