Efficient estimation with grouped data

DOI10.1016/S0165-1765(98)00050-0MaRDI QIDQ2442565zbMATH OpenWikidataFDO

Authors Kyung So Im

Publication date 3 April 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(98)00050-0

zbMATH Keywords

conditional heteroskedasticitygeneralized methods of momentsunconditional heteroskedasticity

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3816886 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Large Sample Properties of Generalized Method of Moments Estimators
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• Multivariate regression models for panel data

Cited in

(2)

• Estimation of models with grouped and ungrouped data by means of ``2SLS
• Robust and efficient estimation under data grouping

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