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Estimating Regression Models with Multiplicative Heteroscedasticity
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Estimating Regression Models with Multiplicative Heteroscedasticity
Estimating Regression Models with Multiplicative Heteroscedasticity
AH
A. C. Harvey
A. C. Harvey
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1 May 1976
journal article
Published by
JSTOR
in
Econometrica
Vol. 44
(3)
,
461
https://doi.org/10.2307/1913974
Abstract
A regression model in which the disturbances exhibit a certain type of heteroscedasticity is considered. Maximum likelihood methods of estimation are developed ...
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Cited by 614 articles