ECON321Economic Analysis

Tutorial 10

Heteroskedasticity

Introduction

• This tutorial shows you how to estimate a multiple regression model in EViews and test for heteroskedasticity.

• We use a version of the house price data from tutorial 8.

Now you know how to test your results for heteroskedasticity in cross-sectional data. The following tutorial will show you how to test for autocorrelation in time series data.

Remember to save your workfile before you proceed.