JOURNAL ARTICLE

Estimating Regression Models with Multiplicative Heteroscedasticity

Andrew Harvey

Year: 1976 Journal:   Econometrica Vol: 44 (3)Pages: 461-461   Publisher: Wiley
Keywords:
Heteroscedasticity Econometrics Multiplicative function Statistics Regression analysis Mathematics Regression Cross-sectional regression Economics Polynomial regression

Metrics

941
Cited By
3.23
FWCI (Field Weighted Citation Impact)
7
Refs
0.93
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability

Related Documents

JOURNAL ARTICLE

Estimating Regression Models with Multiplicative Heteroscedasticity

A. C. Harvey

Journal:   Econometrica Year: 1977 Vol: 45 (5)Pages: 1302-1302
JOURNAL ARTICLE

Nonparametric multiplicative heteroscedasticity in multi-dimensional regression

Kyusang Yu

Journal:   Journal of the Korean Statistical Society Year: 2017 Vol: 46 (3)Pages: 404-412
JOURNAL ARTICLE

Nonlinear regression models with single‐index heteroscedasticity

Jun ZhangYujie GaiBingqing LinXuehu Zhu

Journal:   Statistica Neerlandica Year: 2019 Vol: 73 (2)Pages: 292-316
JOURNAL ARTICLE

Heteroscedasticity checks for regression models

Lixing ZhuYasunori FujikoshiKanta Naito

Journal:   Science in China Series A Mathematics Year: 2001 Vol: 44 (10)Pages: 1236-1252
JOURNAL ARTICLE

Testing for heteroscedasticity in regression models

Maria CarapetoWilliam Holt

Journal:   Journal of Applied Statistics Year: 2003 Vol: 30 (1)Pages: 13-20
© 2026 ScienceGate Book Chapters — All rights reserved.