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The heteroskedastic linear regression model and the Hadamard product a note

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  • Neudecker, Heinz
  • Polasek, Wolfgang
  • Liu, Shuangzhe

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  • 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.
    • Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:361-366
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    References listed on IDEAS

    as
    1. Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
    2. Neudecker, H., 1988. "The Hessian Matrix For Image Factor Analysis," Papers ae_14-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
    3. Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
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    Cited by:

    1. González, Marta Ramos & Ureña, Antonio Partal & Fernández-Aguado, Pilar Gómez, 2023. "Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    2. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
    3. Daniel A. Griffith, 2022. "Selected Payback Statistical Contributions to Matrix/Linear Algebra: Some Counterflowing Conceptualizations," Stats, MDPI, vol. 5(4), pages 1-16, November.

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