Stochastic regression model with heteroscedastic disturbance
| Year of publication: |
1995
|
|---|---|
| Authors: | Chang, Der-Shin ; Lin, Guan-Chyun |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 47.1995, 2, p. 351-369
|
| Publisher: |
Springer |
| Subject: | Stochastic regressors | generalized weighted least squares | strong consistency | asymptotic normality | linear hypothesis | martingales | heteroscedastic disturbance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616227