Dear fellows,
I wonder how to include trend in residual variance.
For instance,
y = alpha + beta*x + e
E(e^2) = v_0 + v*@trend
Best wishes.
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- Sun Nov 07, 2010 6:57 pm
- Forum: Estimation
- Topic: How to include trend in residual variance
- Replies: 1
- Views: 1985