IDEAS home Printed from https://ideas.repec.org/p/col/000131/009090.html
   My bibliography  Save this paper

Tutorial para la estimación de un modelo con presencia de heterocedasticidad en EasyReg

Author

Listed:
  • Julio César Alonso

Abstract

Este documento presenta una breve introducción a tres pruebas de heteroscedasticidad (Golfeld y Quandt, Breush-Pagan (1979) y White (1980)) empleando el paquete econométrico gratuito EasyReg. Así mismo se presenta la manera de estimar la Matriz de Varianzas y Covarianzas y t-calculados consistente de White. Finalmente, se discute como se pueden comprobar hipótesis que implican combinaciones lineales de los parámetros empleando la corrección de White (1980). Este documento está dirigido principalmente a estudiantes de pregrado de un curso de econometría o cualquier lector con conocimientos básicos del modelo de regresión múltiple.

Suggested Citation

  • Julio César Alonso, 2008. "Tutorial para la estimación de un modelo con presencia de heterocedasticidad en EasyReg," Apuntes de Economía 9090, Universidad Icesi.
    • Handle: RePEc:col:000131:009090
    as

    Download full text from publisher

    File URL: http://www.icesi.edu.co/departamentos/economia/images/ae15.pdf
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000131:009090. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Coordinador ICESI (email available below). General contact details of provider: https://edirc.repec.org/data/deiceco.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.