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厦门大学:《高级经济计量学》讲义 第六章 异方差 Heteroskedasticity

1. Recall the assumption for the CMLRM: (Homoskedasticity) 2. Counterexamples 1、rich family and poor family expenditures; 2、large company and small company sales. There exists heteroskedasticity in lots of econometric problems.
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