A rule of thumb for mixed heteroskedasticity

DOI10.1016/0165-1765(85)90172-7MaRDI QIDQ375110zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• A note on a heteroscedastic model
• scientific article; zbMATH DE number 3816886 (Why is no real title available?)
• scientific article; zbMATH DE number 3366405 (Why is no real title available?)

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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