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Volumn 55, Issue 1, 1997, Pages 1-8

Misspecified skedastic functions in grouped-data models

Author keywords

C2; Generalized least squares; Heteroskedasticity

Indexed keywords


EID: 0031285234     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(97)00050-5     Document Type: Article
Times cited : (7)

References (9)
  • 1
    • 0000557616 scopus 로고
    • A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model
    • Andrews D.W.K. A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Econometrica. 54(3):1986;687-698.
    • (1986) Econometrica , vol.54 , Issue.3 , pp. 687-698
    • Andrews, D.W.K.1
  • 2
    • 0000944521 scopus 로고
    • Useful invariance results for generalized regression models
    • Breusch T.S. Useful invariance results for generalized regression models. Journal of Econometrics. 13:1980;327-340.
    • (1980) Journal of Econometrics , vol.13 , pp. 327-340
    • Breusch, T.S.1
  • 3
    • 0000451048 scopus 로고
    • The bias of a heteroskedasticity consistent covariance matrix estimator
    • Chesher A., Jewitt I. The bias of a heteroskedasticity consistent covariance matrix estimator. Econometrica. 55(5):1987;1217-1222.
    • (1987) Econometrica , vol.55 , Issue.5 , pp. 1217-1222
    • Chesher, A.1    Jewitt, I.2
  • 8
    • 0000921289 scopus 로고
    • Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties
    • MacKinnon J., White H. Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties. Journal of Econometrics. 19(2):1985;305-325.
    • (1985) Journal of Econometrics , vol.19 , Issue.2 , pp. 305-325
    • MacKinnon, J.1    White, H.2
  • 9
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica. 48(3):1980;817-838.
    • (1980) Econometrica , vol.48 , Issue.3 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.