Efficient estimation with grouped data

DOI10.1016/S0165-1765(98)00050-0zbMath1284.62435WikidataQ126408000 ScholiaQ126408000MaRDI QIDQ2442565

Kyung So Im

Publication date: 3 April 2014

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

zbMATH Keywords

conditional heteroskedasticitygeneralized methods of momentsunconditional heteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

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

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Multivariate regression models for panel data
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Unnamed Item

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