Misspecified skedastic functions in grouped-data models

DOI10.1016/S0165-1765(97)00050-5zbMath0895.90045MaRDI QIDQ1389734

McKinley L. Blackburn

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

generalized least squaresheteroskedasticity

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Estimation of models with grouped and ungrouped data by means of ``2SLS

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Useful invariance results for generalized regression models
• A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator

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