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Heteroskedastic Fixed Effects Models

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi
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Abstract

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Type
Notes and Problems
Information
Econometric Theory , Volume 12 , Issue 5 , December 1996 , pp. 867
Copyright
Copyright © Cambridge University Press 1996

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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, 321–334.CrossRefGoogle Scholar
Kruskal, W. (1968) When are Gauss-Markov and least squares estimators identical? A coordinatefree approach. Annals of Mathematical Statistics 39, 70–75.CrossRefGoogle Scholar