Econometrica Vol. 51 No. 3 1983
More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
Abstract
[Recent work on inference in regressions with heteroscedastic disturbances leads to the possibility of more efficient estimators. The conditions needed to exploit the possibility are discussed. A sampling experiment indicates that the gains can be achieved even in small samples.]
- DOI
- 10.2307/1912156
- Volume
- 51
- Issue
- 3
- Pages
- 751
- Sources
- bibtex:phds-export.bib crossref openalex