A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (Q3660716)

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A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
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    1982
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    comparison
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    maximum likelihood
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    generalized least squares
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    heteroscedastic linear model
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    small misspecifications
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    functional relationship
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    contiguity
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    robustness
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    weighted least squares
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    hypothesis of homoscedasticity
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    A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (English)
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