Estimating Regression Models with Multiplicative Heteroscedasticity

Principles of Econometrics

E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations

Nonlinear Methods in Econometrics.

Jon Stewart, Stephen M. Goldfeld, Richard E. Quandt · The Economic Journal · 1973 · 659 citations

Social Sciences, Business Economics, Economics +12

Estimation in a Heteroscedastic Regression Model

Herbert C. Rutemiller, David A. Bowers · Journal of the American Statistical Association · 1968 · 89 citations

Natural Sciences, Biostatistics, Econometrics +16

Multiple Regression Analysis of a Poisson Process

Dale W. Jorgenson · Journal of the American Statistical Association · 1961 · 83 citations

Business, Data Science, Econometrics +16

A Note on Residual Heterovariance and Estimation Efficiency in Regression

Roy C. Geary · The American Statistician · 1966 · 25 citations

Social Sciences, Economics, Econometrics +16