Title of article
The heteroskedastic linear regression model and the Hadamard product a note
Author/Authors
Neudecker، نويسنده , , Heinz and Polasek، نويسنده , , Wolfgang and Liu، نويسنده , , Shuangzhe، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1995
Pages
6
From page
361
To page
366
Abstract
A unified matrix approach to the heteroskedastic linear regression model and its estimation is presented. The Hadamard product plays an essential role. Our approach creates the possibility of treating not only the standard linear but also nonlinear specifications. Special attention is being paid to maximum-likelihood estimation.
Keywords
Heteroskedastic linear regression , Nonlinear specifications , Hadamard product , Information matrix
Journal title
Journal of Econometrics
Serial Year
1995
Journal title
Journal of Econometrics
Record number
1556514
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