Hostname: page-component-7c8c6479df-24hb2 Total loading time: 0 Render date: 2024-03-28T12:23:45.524Z Has data issue: false hasContentIssue false

Heteroskedastic Fixed Effects Models

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Notes and Problems
Copyright
Copyright © Cambridge University Press 1996

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

Fiebig, D.G., McAleer, M., & Bartels, R. (1992) Properties of ordinary least squares estimators in regression models with nonspherical disturbances. Journal of Econometrics 54, 321334.CrossRefGoogle Scholar
Kruskal, W. (1968) When are Gauss-Markov and least squares estimators identical? A coordinatefree approach. Annals of Mathematical Statistics 39, 7075.CrossRefGoogle Scholar