Hostname: page-component-78c5997874-dh8gc Total loading time: 0 Render date: 2024-11-05T07:57:00.194Z Has data issue: false hasContentIssue false
  • English
  • Français

Efficient Estimation under Heteroskedasticity

Published online by Cambridge University Press:  11 February 2009

Jeffrey M. Wooldridge
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 11 , Issue 4 , August 1995 , pp. 797 - 798
Copyright
Copyright © Cambridge University Press 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Chamberlain, G. (1987) Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics 34, 305–334.10.1016/0304-4076(87)90015-7Google Scholar
Engle, R.F. (1982) Autoregressive conditional heteroscedasticity with estimates of United Kingdom inflation. Econometrica 50, 987–1008.10.2307/1912773Google Scholar