Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
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Publication:356647
DOI10.1016/0165-1765(82)90068-4zbMATH Open1268.62065OpenAlexW2093331478MaRDI QIDQ356647FDOQ356647
Authors: 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
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Cites Work
- Testing for multiplicative heteroskedasticity
- A comparison of the power of some tests for heteroskedasticity in the general linear model
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Joint estimation and testing for functional form and heteroskedasticity
- A note on the Bayesian estimation of Solow's distributed lag model
- A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples
Cited In (4)
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