A rule of thumb for mixed heteroskedasticity

DOI10.1016/0165-1765(85)90172-7zbMATH Open1273.91369OpenAlexW2090028298MaRDI QIDQ375110FDOQ375110

Authors: Peter Kennedy 

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90172-7

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• A note on a heteroscedastic model
• Title not available (Why is that?)

Cited In (2)

• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
• On inference in the presence of heteroskedasticity without replicated observations

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