The heteroskedastic linear regression model and the Hadamard product. A note

DOI10.1016/0304-4076(94)01655-JMaRDI QIDQ1899237zbMATH OpenFDO

Authors Heinz Neudecker, Wolfgang Polasek, Shuangzhe Liu

Publication date 13 February 1996

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

zbMATH Keywords

information matrixHadamard productmaximum- likelihood estimationheteroskedastic linear regression modelnonliner specificationsunified matrix approach

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3967770 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• A note on a heteroscedastic model
• On hsu's model in regression analysis
• The commutation matrix: Some properties and applications

Cited in

(6)

• Some statistical properties of Hadamard products of random matrices.
• Professor Heinz Neudecker and matrix differential calculus
• Statistical properties of the Hadamard product of random vectors.
• SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
• Spatial system estimators for panel models: a sensitivity and simulation study
• Hadamard products of linear spaces

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