Keywords
MathematicsHeteroscedasticityEstimatorLinear modelLinear regressionApplied mathematicsVariance (accounting)StatisticsEfficient estimatorMinimum-variance unbiased estimatorGeneralized least squaresEconometrics
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Publication Info
- Year
- 1977
- Type
- article
- Volume
- 6
- Issue
- 3
- Pages
- 365-370
- Citations
- 122
- Access
- Closed
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Cite This
Takeshi Amemiya
(1977).
A note on a heteroscedastic model.
Journal of Econometrics
, 6
(3)
, 365-370.
https://doi.org/10.1016/0304-4076(77)90006-9
Identifiers
- DOI
- 10.1016/0304-4076(77)90006-9