BOUNDS ON VARIANCE OF REGRESSION COEFFICIENTS DUE TO HETEROSCEDASTIC OR AUTOREGRESSIVE ERRORS

被引：13

作者：

SATHE, ST ^{[1
]}

VINOD, HD ^{[1
]}

机构：

[1] BELL TEL LABS INC,MURRAY HILL,NJ 07974

来源：

关键词：

D O I：

10.2307/1911982

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：333 / 340

页数：8

共 13 条

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[2]

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[3]

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[4]

OHARA JB, 1964, EFFECTIVE USE STATIS

[5]

PRAIS SJ, 1955, ANALYSIS FAMILY BUDG

[6] ESTIMATION IN A HETEROSCEDASTIC REGRESSION MODEL [J].

RUTEMILLER, HC ;

BOWERS, DA .

[7]

THEIL H, 1951, REV INT STATISTICAL, V19, P141

[8]

THEIL H, 1961, ECONOMETRIC FORECAST

[9]

Vinod H. D., 1973, COMMUN STAT-THEOR M, V2, P115, DOI DOI 10.1080/03610927308827060

VINOD, HD .

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :531-543