Profiling heteroscedasticity in linear regression models (Q90754)

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scientific article; zbMATH DE number 6488941
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    Profiling heteroscedasticity in linear regression models
    scientific article; zbMATH DE number 6488941

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      43
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      3
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      358-377
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      15 July 2015
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      2 October 2015
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      Profiling heteroscedasticity in linear regression models (English)
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      heteroscedasticity
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      hybrid test
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      information ratio
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      linear regression models
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      model-based estimators
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      sandwich estimators
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      screening
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      weighted least squares
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