White, Halbert (1980). "A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity". Econometrica. 48 (4): 817–838. CiteSeerX10.1.1.11.7646. doi:10.2307/1912934. JSTOR1912934.
Engle, Robert F. (July 1982). "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. ISSN0012-9682. JSTOR1912773.
jstor.org
For the Greek etymology of the term, see McCulloch, J. Huston (1985). "On Heteros*edasticity". Econometrica. 53 (2): 483. JSTOR1911250.
White, Halbert (1980). "A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity". Econometrica. 48 (4): 817–838. CiteSeerX10.1.1.11.7646. doi:10.2307/1912934. JSTOR1912934.
Engle, Robert F. (July 1982). "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. ISSN0012-9682. JSTOR1912773.
psu.edu
citeseerx.ist.psu.edu
White, Halbert (1980). "A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity". Econometrica. 48 (4): 817–838. CiteSeerX10.1.1.11.7646. doi:10.2307/1912934. JSTOR1912934.
worldcat.org
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Engle, Robert F. (July 1982). "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. ISSN0012-9682. JSTOR1912773.