If the assumption fails , we say the model exhibits heteroskedasticity 如果这个假定不成立,我们说模型存在异方差性。
" for methods of analyzing economic time series with time - varying volatility arch 所发明的“自动递减条件下的异方差性”
The model which has such kind of property is referred to as heteroscedastic regression model 扰动项具有异方差性的模型称为异方差模型。
One of the important hypotheses of classical linear regression model is that the random disturbances have equal variance 经典线性回归模型的一个重要假设就是回归方程的随机扰动项u _ i ,具有相同的方差,也称同方差性。
However in most economic phenomena , this kind of hypothesis is not necessary true . sometimes the disturbances vary with the observations . this is called heteroscedasticity 但在大多数经济现象中,这种假设不一定成立,有时扰动项u _ i的方差随观察值的不同而变化,这就是异方差性。