H

HAC standard errors, 484-485 Hausman specification test, 651,

729, 754-756 Hazard rate, 617-618 Heckman procedure, 617-618 Heterogeneity, 27-28 Heteroscedasticity, 69, 387-428 arising from outliers, 390 assumptions about pattern,

418-422 coexisting with autocorrelation, 488 compared to autocorrelation, 442

consequences of using OLS in presence of, 398-400 detection of, 400-415 Breusch-Pagan-Godfrey test,

41-412 formal methods, 403-415 Glejser test, 405-406, 424-425 Goldfeld-Quandt test, 408-410 graphical method, 401-403 informal methods, 401-403 Koenker-Bassett test, 415 nature of problem, 401 Park test, 403-404,

422-423, 424 Spearman's rank test, 406-407 White's general test, 413-414 and dummy variables, 321 in linear probability model,

584-586 method of generalized least squares, 394-398 nature of, 387-393 OLS estimation in presence of, 393-394 overreacting to, 426-427 remedial measures for, 415-422 sources of, 389-392 Heteroscedasticity-consistent covariance matrix estimators, 417n Higher-order serial correlation, 497 Hildreth-Lu scanning or search procedure, 482, 492 Histogram of residuals, 147 Historical regression, 142 Holt's linear method, 836 Holt-Winters' method, 836 Homogeneity-of-variance test, 432 Homoscedasticity, 68-70

compared to heteroscedasticity,

388-389 definition, 387 h statistic, 680-681 h test, 471 Hypothesis accepting or rejecting, 134 alternative, 126 composite, 126 maintained, 126 null, 126 simple, 126 two-sided, 127 Hypothesis testing, 8, 107 accepting or rejecting hypothesis, 134 confidence interval approach, 905-910

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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