Exact inference for the linear model with groupwise heteroscedastic spherical disturbances

Journal of Econometrics

Volumn 111, Issue 2, 2002, Pages 285-302

  Bekker, Paul A ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Assumption equivalent inference; Exact inference; Heteroscedasticity; Panels; Weighted least squares

Indexed keywords

LEAST SQUARES APPROXIMATIONS; MATHEMATICAL TRANSFORMATIONS; REGRESSION ANALYSIS; THEOREM PROVING; VECTORS;

HETEROSCEDASTICITY; LINEAR MODEL;

LINEAR EQUATIONS;

EID: 0347354960     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00107-0     Document Type: Conference Paper

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