Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500)
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scientific article; zbMATH DE number 34640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterated weighted least squares in heteroscedastic lineaipmod%81è |
scientific article; zbMATH DE number 34640 |
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Iterated weighted least squares in heteroscedastic lineaipmod%81è (English)
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28 June 1992
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heteroscedastic linear models
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iterated weighted least squares
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linear model with symmetrically distributed errors
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explanatory variables
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OLS
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squared residuals
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estimate of the covariance matrix
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large sample properties
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asymptotic efficiency
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finite-sample properties
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simulation results
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