Lecture

Heteroscedasticity: Modeling the Utility Function

Description

This lecture covers the concept of heteroscedasticity in nonlinear specifications, focusing on the variance of error terms across different groups in the population. The instructor explains the motivation behind heteroscedasticity, the modeling of scale parameters, and the utility function. The lecture emphasizes the assumption that the variance of error terms varies across groups and discusses the estimation of unknown parameters from data.

In MOOCs (2)

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_unhbosfu

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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