Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
type: Item
instance of: scholarly article
title: Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
zbMATH Open document ID: 0806.62055
DOI: 10.1016/0304-4076(94)90056-6
author: Jerzy Szroeter
published in: Journal of Econometrics
publication date: 1995-02-12T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 706570
zbMATH Keywords: determinant
zbMATH Keywords: weighted least squares estimators
zbMATH Keywords: ordered heteroscedasticity
zbMATH Keywords: heteroscedastic errors
zbMATH Keywords: regression coefficient estimators
zbMATH Keywords: efficiency measures
zbMATH Keywords: trace
zbMATH Keywords: extreme eigenvalue
zbMATH Keywords: trace measure
zbMATH Keywords: eigenvalue measure
zbMATH Keywords: additional prior information
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)90056-6
OpenAlex ID: W1966367690
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description: scientific article; zbMATH DE number 706570