Efficient estimation of regression models with heteroscedastic errors
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- Heteroscedastic regression models and applications to off-line quality control
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
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- Least squares estimation for nonlinear regression models with heteroscedasticity
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- A regression model of the heteroscedastic error variance
- Model selection for regression with heteroskedastic and autocorrelated errors
- On efficient estimation in regression models with unknown scale functions
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
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