《计量经济学》课程教学课件 第十一章 异方差性Heteroscedasticity.pptVIP

Hongfeng Peng Department of Finance, Wuhan University Hongfeng Peng Department of Finance, Wuhan University Chapter 11 异方差性Heteroscedasticity 经济与管理学院 金融系 * Hongfeng Peng Department of Finance, Wuhan University * 11.1 异方差的性质 对于模型 如果 即对于不同的样本点，随机误差项的方差不再是常数，而互不相同，则认为出现了异方差性 * Hongfeng Peng Department of Finance, Wuhan University * 同方差性 * Hongfeng Peng Department of Finance, Wuhan University * 异方差性 * Hongfeng Peng Department of Finance, Wuhan University * 11.2 出现异方差性时的OLS估计 * Hongfeng Peng Department of Finance, Wuhan University * 11.2 出