Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.

DOI10.1016/S0304-4076(02)00107-0zbMath1099.62510MaRDI QIDQ1867742

Paul A. Bekker

Publication date: 2 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

inferenceWeighted least squaresHeteroscedasticityExact inferencePanelsAssumption equivalent

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items (1)

Symmetry-based inference in an instrumental variable setting

Cites Work

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• Elliptically Symmetric Distributions: A Review and Bibliography
• Small Sample Properties of a Class of Two Stage Aitken Estimators
• On the Pooling of Time Series and Cross Section Data
• Efficient Semiparametric Estimation in a Stochastic Frontier Model
• The Logic of Inductive Inference
• Student's t-Test Under Symmetry Conditions

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