#### TheFarmer42

##### New Member
I have seen reference to a model that starts with a linear regression:
y=b.x + e
where b is the vector of coefficients, x are the explanotory variables and e follows a normal distribution, mean zero with variance s^2(e).

As part of the estimation, the standard deviation is also part of a regression.
s(e)=d.z + v
where d are the coefficients, z is the explanotory variables and v is the residual with mean zero and variance s^2(v).

What is the name of this model? Once i know the name i assume i should be able to find plenty of information on how to estimate it.

Cheers,
TF