R help - Dec 2009 - How to control the skewness of a heteroscedastic variable?- The solution

Just to make sure that you don't spend your valuable time on the 
problem that I posted earlier today, I want to let you know that I 
have found my mistake. I simply forgot to take account of the higher 
order dependence bw my independent variable and the squared error 
term.

Regards
Karl-Oskar