Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

B.B. van der Genugten

Research output: Book/ReportReport

230 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 454
Publication statusPublished - 1990

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 454

Keywords

  • Estimation
  • mathematische statistiek

Cite this