Reference Entry

heteroscedasticity

John Black, Nigar Hashimzade and Gareth Myles

in A Dictionary of Economics

Fourth edition

Published in print January 2012 | ISBN: 9780199696321
Published online May 2013 | e-ISBN: 9780191759130
heteroscedasticity

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Having different variances. A set, or a vector, of observations is heteroscedastic if the variance of the *random error

Reference Entry.  161 words. 

Subjects: Economics

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