The heteroskedastic linear regression model and the Hadamard product. A note

DOI10.1016/0304-4076(94)01655-JzbMath0831.62043MaRDI QIDQ1899237

Heinz Neudecker, Wolfgang Polasek, Shuangzhe Liu

Publication date: 13 February 1996

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

zbMATH Keywords

information matrixHadamard productmaximum- likelihood estimationheteroskedastic linear regression modelnonliner specificationsunified matrix approach

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (5)

SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR ⋮ Hadamard products of linear spaces ⋮ Spatial system estimators for panel models: a sensitivity and simulation study ⋮ Some statistical properties of Hadamard products of random matrices. ⋮ Statistical properties of the Hadamard product of random vectors.

Cites Work

• The commutation matrix: Some properties and applications
• A note on a heteroscedastic model
• On hsu's model in regression analysis
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