More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

DOI10.2307/1912156zbMath0513.62069OpenAlexW2061536776MaRDI QIDQ3658955

John G. Cragg

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912156

zbMATH Keywords

small samplessampling experimentsheteroscedasticity of unknown form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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