我会一直在线等候

You should look up to the text book at the first place in order to alleviate the influence of heteroscedasticity, but not ask how to do it in Eviews.

异方差修正有好多方法呢，要参照你的数据具体情况。

加weight就可以了好像叫weighted least square

quantile regression 也是一种方法