A regression model of the heteroscedastic error variance

Bong Joon Yoon

doi:10.1016/0165-1765(82)90072-6

A regression model of the heteroscedastic error variance

Bong Joon Yoon

Economics

Binghamton University

Research output: Contribution to journal › Article › peer-review

Abstract

We introduce a regression model of the heteroscedastic error variance. A repetitive use of the least squares method is shown to provide the best linear unbiased estimator of the parameter vector of the model.

Original language	English
Pages (from-to)	317-319
Number of pages	3
Journal	Economics Letters
Volume	10
Issue number	3-4
DOIs	https://doi.org/10.1016/0165-1765(82)90072-6
State	Published - 1982

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title = "A regression model of the heteroscedastic error variance",

abstract = "We introduce a regression model of the heteroscedastic error variance. A repetitive use of the least squares method is shown to provide the best linear unbiased estimator of the parameter vector of the model.",

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PY - 1982

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N2 - We introduce a regression model of the heteroscedastic error variance. A repetitive use of the least squares method is shown to provide the best linear unbiased estimator of the parameter vector of the model.

AB - We introduce a regression model of the heteroscedastic error variance. A repetitive use of the least squares method is shown to provide the best linear unbiased estimator of the parameter vector of the model.

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U2 - 10.1016/0165-1765(82)90072-6

DO - 10.1016/0165-1765(82)90072-6

M3 - Article

SN - 0165-1765

VL - 10

SP - 317

EP - 319

JO - Economics Letters

JF - Economics Letters

IS - 3-4

ER -

A regression model of the heteroscedastic error variance

Abstract

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