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Efficiency gains in least squares estimation: A new approach - MaRDI portal

Efficiency gains in least squares estimation: A new approach (Q5862508)

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scientific article; zbMATH DE number 7486321
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English
Efficiency gains in least squares estimation: A new approach
scientific article; zbMATH DE number 7486321

    Statements

    title
    Efficiency gains in least squares estimation: A new approach (English)
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    author
    Alecos Papadopoulos
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    Mike G. Tsionas
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    publication date
    9 March 2022
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    zbMATH Keywords
    heteroskedasticity
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    least squares
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    efficiency
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    excess kurtosis
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    instrumental variables
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62F12
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    62P20
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    zbMATH DE Number
    7486321
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    OpenAlex ID
    W3091901942
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