A note on linear heteroscedasticity models

DOI10.1016/0165-1765(86)90095-9zbMATH Open1328.62615OpenAlexW2055601101MaRDI QIDQ899893FDOQ899893

Authors: Joel Hasbrouck 

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90095-9

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A note on linear heteroscedasticity models

Cited In (8)

• Empirical distribution function under heteroscedasticity
• On the limit in the equivalence between heteroscedastic regression and filtering model.
• Title not available (Why is that?)
• Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator
• A note on linear heteroscedasticity models
• Feasible generalized least squares using support vector regression
• Title not available (Why is that?)
• Heteroscedasticity in Models with Lagged Dependent Variables

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