# Questions tagged [variance]

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### Covariance between regression coefficient and residual

Given regression equation Y=Xβ + ε which satisfies all classical assumptions including those of homoscadasticity Estimated regression equation using OLS is the following - Y=Xb + e Where, b is ...
13 views

### GARCH(10,10) model

I try to find an easy and understandable description of How to calculate a short-term variance in garch model, when p and q are not equal 1. Let's have a look at this video: https://www.youtube.com/...
36 views

### Why can we replace dependent variable y with the residuals e?

I don't understand why we can replace y with e: Mainly, why can we simply replace y with e, given that y is defined as: Thanks ...
26 views

### Ttest and heteroscedasticity problem in no intercept model

I was running a t test over two regression betas with the assumption of equal variance. I know that if the condition of homoscedasticity do not hold then there are chances to have type 2 error but ...
I have been looking at quantile regression (since it is a much better method when trying to quantify welfare effects), and I am struggling with the following, standard model: $\textbf{Model:}$ \$y=x'\...