Estimated Generalized Least Squares for a Heteroscedastic Regression Model (Q3966952)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimated Generalized Least Squares for a Heteroscedastic Regression Model |
scientific article |
Statements
Estimated Generalized Least Squares for a Heteroscedastic Regression Model (English)
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1982
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generalized least squares
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heteroscedastic regression model
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three-step GLS estimator
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