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

B.B. van der Genugten

Research output: Book/ReportReportProfessional

210 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

van der Genugten, B. B. (1990). Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 454). Unknown Publisher.
van der Genugten, B.B. / Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity. Unknown Publisher, 1990. (Research memorandum / Tilburg University, Department of Economics).
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title = "Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity",
keywords = "Estimation, mathematische statistiek",
author = "{van der Genugten}, B.B.",
note = "Pagination: 34, vii",
year = "1990",
language = "English",
volume = "FEW 454",
series = "Research memorandum / Tilburg University, Department of Economics",
publisher = "Unknown Publisher",

}

van der Genugten, BB 1990, Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity. Research memorandum / Tilburg University, Department of Economics, vol. FEW 454, vol. FEW 454, Unknown Publisher.

Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity. / van der Genugten, B.B.

Unknown Publisher, 1990. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 454).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

AU - van der Genugten, B.B.

N1 - Pagination: 34, vii

PY - 1990

Y1 - 1990

KW - Estimation

KW - mathematische statistiek

M3 - Report

VL - FEW 454

T3 - Research memorandum / Tilburg University, Department of Economics

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

PB - Unknown Publisher

ER -

van der Genugten BB. Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity. Unknown Publisher, 1990. (Research memorandum / Tilburg University, Department of Economics).