A note on linear heteroscedasticity models

DOI10.1016/0165-1765(86)90095-9zbMath1328.62615OpenAlexW2055601101MaRDI QIDQ899893

Joel Hasbrouck

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90095-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

A note on linear heteroscedasticity models

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A note on linear heteroscedasticity models

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