Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

B.B. van der Genugten
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B.B. van der Genugten: Tilburg University, Faculty of Economics

No FEW 454, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Estimation; mathematische statistiek (search for similar items in EconPapers)
Date: 1990
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