A note on a heteroscedastic model

DOI10.1016/0304-4076(77)90006-9zbMath0367.62086OpenAlexW2003719576WikidataQ98137879 ScholiaQ98137879MaRDI QIDQ1242420

Takeshi Amemiya

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90006-9

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (17)

Semiparametric random coefficient regression models ⋮ Testing for unit root processes in random coefficient autoregressive models ⋮ The heteroskedastic linear regression model and the Hadamard product. A note ⋮ Maximum likelihood estimates for the Hildreth–Houck random coefficients model ⋮ ON THE STABILITY OF A HETEROSCEDASTIC PROCESS ⋮ Efficient specification tests for limited dependent variable models ⋮ A rule of thumb for mixed heteroskedasticity ⋮ Generalized LM tests for functional form and heteroscedasticity ⋮ Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics ⋮ A note on Studentizing a test for heteroscedasticity ⋮ Generalized nonlinear models and variance function estimation ⋮ Variance least squares estimators for multivariate linear mixed model ⋮ Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors ⋮ Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications ⋮ Testing for conditional heteroskedasticity with misspecified alternative hypotheses ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ An extension of a standard test for heteroskedasticity to a systems framework

Cites Work

• Some Estimators for a Linear Model with Random Coefficients
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