heteroskedasticity – CFA Study Guide

Modules 8.6 – 8.9: Heteroskedasticity, Serial Correlation, Multicollinearity and Model Misspecification

April 15, 2019 by CFA Study Guide

Heteroskedasticity Heteroskedasticity occurs when the variance of the residuals is not constant across all observations. We are concerned with conditional …

Module 8.6 -8.9 Quantitative Methods – Common Issues with Regression Testing

June 20, 2018 by CFA Study Guide

Regression Model Assumptions Linear Regression Models operate under the following assumptions: A linear relationship exists between dependent and independent variables …