Quasi-Aitken estimation for heteroskedasticity of unknown form-Reference-Cited by-同舟云学术

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Quasi-Aitken estimation for heteroskedasticity of unknown form

Published:1992-10 Issue:1-3 Volume:54 Page:179-201
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Cragg John G.

Publisher

Elsevier BV

Reference20 articles.

1. A note on a heteroscedastic model;Amemiya;Journal of Econometrics,1977

2. Advanced econometrics;Amemiya,1985

3. Robust estimation in heteroscedastic linear models;Carroll;Annals of Statistics,1982

4. Discussion [of Wu (1986)];Carroll;Annals of Statistics,1986

5. The bias of a heteroskedasticity consistent covariance matrix estimator;Chesher;Econometrica,1987

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