MORE EFFICIENT ESTIMATION IN THE PRESENCE OF HETEROSCEDASTICITY OF UNKNOWN FORM

被引:136
作者
CRAGG, JG
机构
[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA
[2] INST ECON & STAT,OXFORD,ENGLAND
关键词
D O I
10.2307/1912156
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:751 / 763
页数:13
相关论文
共 14 条
[1]   ASYMPTOTIC NORMALITY AND CONSISTENCY OF LAEAST SQUARES ESTIMATORS FOR FAMILIES OF LINAR REGRESSIONS [J].
EICKER, F .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :447-&
[2]  
EICKER F, 1967, 5TH P BERK S MATH ST, P59
[3]  
GEARY RC, 1966, AM STAT, V20, P30
[4]   A NEW TEST FOR HETEROSKEDASTICITY [J].
GLEJSER, H .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (325) :316-&
[5]  
GOLDFELD SM, 1972, NONLINEAR METHODS EC, pCH3
[6]  
Hammersley J.M., 1964, MONTE CARLO METHODS
[7]   VARIANCE ESTIMATION WITH ONE UNIT PER STRATUM [J].
HARTLEY, HO ;
RAO, JNK ;
KIEFER, G .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) :841-&
[8]   ESTIMATING REGRESSION-MODELS WITH MULTIPLICATIVE HETEROSCEDASTICITY [J].
HARVEY, AC .
ECONOMETRICA, 1976, 44 (03) :461-465
[9]   JACKKNIFING IN UNBALANCED SITUATIONS [J].
HINKLEY, DV .
TECHNOMETRICS, 1977, 19 (03) :285-292