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HETEROSCEDASTICITY: SAMPLING EXPERIMENTS ON WEIGHTED LEAST SQUARES USING MINQU ESTIMATES OF VARIANCES AND OTHER VARIANCE ESTIMATES*
Author(s) -
HERSH LARRY,
SUNDARARAJAN V.
Publication year - 1979
Publication title -
australian economic papers
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.351
H-Index - 15
eISSN - 1467-8454
pISSN - 0004-900X
DOI - 10.1111/j.1467-8454.1979.tb00670.x
Subject(s) - heteroscedasticity , statistics , mathematics , econometrics , library science , economics , sociology , computer science