A regression model of the heteroscedastic error variance

DOI10.1016/0165-1765(82)90072-6zbMATH Open1268.62068OpenAlexW2087949366MaRDI QIDQ356655FDOQ356655

Authors: Bong Joon Yoon 

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)90072-6

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Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• A Simple Test for Heteroscedasticity and Random Coefficient Variation

Cited In (13)

• Stochastic regression model with heteroscedastic disturbance
• Heteroscedastic regression model
• Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
• Heteroscedastic regression models and applications to off-line quality control
• Title not available (Why is that?)
• A transformation for heteroscedastic error components regression models
• Efficient estimation of regression models with heteroscedastic errors
• A note on parameter estimation for misspecified regression models with heteroskedastic errors
• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
• Title not available (Why is that?)
• Least distance method for a confluent model with homoskedasticity in the matrix columns and the right-hand side
• Degeneracy in heteroscedastic regression models
• Heteroscedastic regression models with non-normally distributed errors

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