Outputting a Regression in Excel The first step in running regression analysis in Excel is to double-check that the free plugin Data Analysis ToolPak is installed.

Conditional heteroscedasticity has often been used in modelling and understanding the variability of statistical data. Under a general set-up which includes nonlinear time series models as a special ...

We propose the structure of heteroscedastic variances by using some specified variance functions and some covariates with unknown parameters. Under this setting, we construct moment-type estimators of ...