Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative

DOI10.1016/0165-1765(82)90068-4zbMath1268.62065OpenAlexW2093331478MaRDI QIDQ356647

Kazuhiro Ohtani

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90068-4

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (1)

POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL

Cites Work

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• Estimating Regression Models with Multiplicative Heteroscedasticity
• A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples

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