Heteroscedasticity in Stata
https://sites.google.com/site/econome...

Lecture: Heteroscedasticity.pdf
https://drive.google.com/file/d/1SMSb...

Stata program: Heteroscedasticity.do
https://drive.google.com/file/d/1kAbi...

Data files:
hprice1.dta
https://drive.google.com/file/d/15ZB7...

Timestamps:
00:00 Heteroscedasticity in Stata
01:06 Graphical analysis of heteroscedasticity
06:50 Heteroscedasticity tests
08:33 Breusch-Pagan test
12:38 White test
14:52 Alternative White test
21:20 Heteroscedasticity robust standard errors
24:24 Weighted Least Squares (WLS)
28:45 Feasible Generalized Least Squares (FGLS)

Econometrics Academy: https://sites.google.com/site/econome...