A note on linear heteroscedasticity models
type: Item
instance of: scholarly article
title: A note on linear heteroscedasticity models
zbMATH Open document ID: 1328.62615
DOI: 10.1016/0165-1765(86)90095-9
author: Joel Hasbrouck
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6525138
MaRDI profile type: Publication
full work available at URL: 0165-1765(86)90095-9
OpenAlex ID: W2055601101
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
description: scientific article; zbMATH DE number 6525138