Profiling heteroscedasticity in linear regression models
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Publication:90754
DOI10.1002/cjs.11252zbMath1321.62082OpenAlexW1664416131MaRDI QIDQ90754
Mary E. Thompson, Peter X.-K. Song, Qian M. Zhou, Peter X.-K. Song, Mary E. Thompson, Qian M. Zhou
Publication date: 15 July 2015
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/113149
heteroscedasticityscreeningweighted least squareslinear regression modelssandwich estimatorshybrid testmodel-based estimatorsinformation ratio
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