Generalized nonlinear models and variance function estimation
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Martina Hančová & Andrej Gajdoš & Jozef Hanč & Gabriela Vozáriková, 2021. "Estimating variances in time series kriging using convex optimization and empirical BLUPs," Statistical Papers, Springer, vol. 62(4), pages 1899-1938, August.
- Kevin L. Kliesen & Frank A. Schmid, 2006. "Macroeconomic news and real interest rates," Review, Federal Reserve Bank of St. Louis, vol. 88(Mar), pages 133-144.
- Liyun Su & Yanyong Zhao & Tianshun Yan & Fenglan Li, 2012. "Local Polynomial Estimation of Heteroscedasticity in a Multivariate Linear Regression Model and Its Applications in Economics," PLOS ONE, Public Library of Science, vol. 7(9), pages 1-13, September.
- Sabien Dobbelaere & Jacques Mairesse, 2013.
"Panel data estimates of the production function and product and labor market imperfections,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 1-46, January.
- Dobbelaere, Sabien & Mairesse, Jacques, 2007. "Panel data estimates of the production function and product and labor market imperfections," Working Paper Series 782, European Central Bank.
- S. Dobbelaere & J. Mairesse, 2009. "Panel data estimates of the production function and product and labor market imperfections," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/586, Ghent University, Faculty of Economics and Business Administration.
- Sabien Dobbelaere & Jacques Mairesse, 2008. "Panel Data Estimates Of The Production Function And Product And Labor Market Imperfections," NBER Working Papers 13975, National Bureau of Economic Research, Inc.
- Sabien Dobbelaere & Jacques Mairesse, 2009. "Panel Data Estimates of the Production Function and Product and Labor Market Imperfections," Tinbergen Institute Discussion Papers 09-001/3, Tinbergen Institute.
- Dobbelaere, Sabien & Mairesse, Jacques, 2010. "Panel Data Estimates of the Production Function and Product and Labor Market Imperfections," IZA Discussion Papers 5176, Institute of Labor Economics (IZA).
- Cumby, Robert E., 1988.
"Is it risk? : Explaining deviations from uncovered interest parity,"
Journal of Monetary Economics, Elsevier, vol. 22(2), pages 279-299, September.
- Robert E. Cumby, 1987. "Is it Risk? Explaining Deviations from Uncovered Interest Parity," NBER Working Papers 2380, National Bureau of Economic Research, Inc.
- Antle, John M., 1982. "Testing The Stochastic Structure Of Production: A Flexible Moment-Based Approach," Working Papers 225697, University of California, Davis, Department of Agricultural and Resource Economics.
- Mark W. Rosegrant & James A. Roumasset, 1985.
"The Effect Of Fertiliser On Risk: A Heteroscedastic Production Function With Measurable Stochastic Inputs,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 29(2), pages 107-121, August.
- Rosegrant, Mark W. & Roumasset, James A., 1985. "The Effect Of Fertiliser On Risk: A Heteroscedastic Production Function With Measurable Stochastic Inputs," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(2), pages 1-15, August.
- Antti Saastamoinen, 2015. "Heteroscedasticity Or Production Risk? A Synthetic View," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 459-478, July.
- Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
- William E. Griffiths & Jock R. Anderson & K.B. Hamal, 1987.
"Subjective Distributions As Econometric Response Data,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 31(2), pages 127-141, August.
- Griffiths, William E. & Anderson, Jock R. & Hamal, K.B., 1987. "Subjective Distributions As Econometric Response Data," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 31(2), pages 1-15, August.
- Antle, John M., 1981. "Estimation Of Heteroscedastic Regression Models Whose Variances Are Functions Of Exogenous Variables," Working Papers 225693, University of California, Davis, Department of Agricultural and Resource Economics.
- Robert E. Cumby, 1987. "Consumption Risk and International Asset Returns: Some Empirical Evidence," NBER Working Papers 2383, National Bureau of Economic Research, Inc.
- Rudolf Beran, 1993. "Semiparametric random coefficient regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 639-654, December.
- Y. K. Tse & Z. L. Yang, 2004.
"Tests of Functional Form and Heteroscedasticity,"
Econometric Society 2004 Far Eastern Meetings
424, Econometric Society.
- Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
- Antle, John M., 1982. "A Note On Slutsky'S Theorem And The Asymptotic Equivalence Of Feasible And True Gls Estimators," Working Papers 225696, University of California, Davis, Department of Agricultural and Resource Economics.
- Ward, Patrick S., 2016. "Transient Poverty, Poverty Dynamics, and Vulnerability to Poverty: An Empirical Analysis Using a Balanced Panel from Rural China," World Development, Elsevier, vol. 78(C), pages 541-553.
- Distaso, Walter, 2008. "Testing for unit root processes in random coefficient autoregressive models," Journal of Econometrics, Elsevier, vol. 142(1), pages 581-609, January.
- Weaver, Robert D. & Stefanou, Spiro E., 1984. "Toward A Behavioral Approach To Modelling Dynamic Production Choice Structures," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 13(2), pages 1-14, October.
- repec:rmk:rmkbae:v:9:y:mics:i:2:p:9(2 is not listed on IDEAS
- Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe, 1995. "The heteroskedastic linear regression model and the Hadamard product a note," Journal of Econometrics, Elsevier, vol. 68(2), pages 361-366, August.
- Takahisa Yokoi, 2011. "Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances," ERSA conference papers ersa10p536, European Regional Science Association.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:48:y:2005:i:3:p:549-570. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.