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Thread: Regression Analysis: Heteroskedasticity

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    Regression Analysis: Heteroskedasticity


    I am a student studying econometrics and at the moment we are studying about heteroskedasticty and autocorrelation. I have been analysing some data through Gretl and I was hoping if some of you guys could go over one of the analysis I did.
    Please criticise everything you can about it as I will have an exam on this topic and I want to know as much reasoning about what was going on. The most advance level we go up to is the Goldfeld Quandt test, we studied 3 tests for heteroskedasticity, White, BP & GQ.

    Apologies that the regression output is in Spanish! If you want translations let me know.

    Please add any areas I should further elaborate on.

    I attach the word file with all my econometric output

    Thanks in advance
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