About us
Define
Definitions for
"Heteroskedasticity"
Keywords:
nonconstant
,
homoskedasticity
,
stochastic
,
variance
,
analyses
Is the condition where the residual variance is nonconstant. This tends to happen in cross-sectional analyses. It also occurs in various consumer, income, risk, and size of firm studies. This compares to Homoskedasticity.
oasismanagement.com
A condition where a stochastic process has non-constant second moments.
riskglossary.com