Properties of the coefficient estimators for the linear regression model with heteroskedastic error term

MaRDI QIDQ3607564zbMATH OpenFDO

Authors D. Zuokas, Alfredas Račkauskas

Publication date 2 March 2009

zbMATH Keywords

heteroskedasticitychanged segmentHölder norm tests

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

Recommendations

• Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances
• SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors

Cited in

(2)

• Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae

This page was built for publication: Properties of the coefficient estimators for the linear regression model with heteroskedastic error term

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3607564)