Estimating Regression Models with Multiplicative Heteroscedasticity

DOI10.2307/1913974zbMath0333.62040OpenAlexW2058404065MaRDI QIDQ4099082

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913974

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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