Efficient estimation with grouped data

Economics Letters

Volumn 59, Issue 2, 1998, Pages 169-174

  So Im, Kyung ^a  

^a Department of Economics ^*  (United States)

Author keywords

C21; Conditional heteroskedasticity; Generalized methods of moments; Unconditional heteroskedasticity

Indexed keywords

EID: 0032219494     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00050-0     Document Type: Article

References (6)

1. Chamberlain, G., 1982. Multivariate regression models for panel data. Journal of Econometrics, 18, 5-18.
2. Cragg, J.G., 1983. More efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica, 51, 751-763.
3. Hansen, L. P., 1982. Large sample properties of generalized methods of moments estimators. Econometrica, 50, 1029-1054.
4. Judge, G.G., Griffiths, W.E., Hill, R.C., Lütkepohl, H., Lee, T., 1985. The Theory and Practice of Econometrics. John Wiley and Sons.
5. Robinson, P., 1987. Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica, 55, 875-891.
6. White, H., 1980. A heteroskedasticity-Consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48, 817-838.