Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144)
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scientific article; zbMATH DE number 906614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form |
scientific article; zbMATH DE number 906614 |
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Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (English)
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11 November 1996
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generalized method of moments
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ordinary least squares
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two-stage generalized moments method
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asymptotically equivalent estimator
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OLS residuals
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conditional moments
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marginal kurtosis
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conditional heteroscedasticity
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