Re: Hetroskedacity problem

From: dave@xxxxxxxxxxx
Date: 14 Jul 2005 17:06:23 -0700

S.

yes ..via GLS or Weighted Regression ( Weighted Transfer Function) .The
weights can be identified either by structural changes in the variance
of thje errors or via a garch estimator ..

dave reilly

.

References:
- Hetroskedacity problem
  - From: sharad gupta

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