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You searched for "heteroscedasticity"

Econometrics Paper
Correlation Testing in Time Series, Spatial and Cross-Sectional Data Peter M Robinson
January 2009
Paper No' EM/2009/530:
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JEL Classification: C21; C22; C29

Tags: heteroscedasticity; lagrange multiplier tests.

Econometrics Paper
Estimation and Testing of Stochastic Variance Models Andrew C Harvey and N.G. Shephard
Paper No' EM/1993/268:
Read Abstract |

Tags: generalised least squares; heteroscedasticity; quasi-maximum likelihood; smoothing; volatiliy.