Title of article
The Falstaff estimator
Author/Authors
Roger Koenker، نويسنده , , José A. F. Machado، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
6
From page
23
To page
28
Abstract
Correcting for heteroscedasticity in GMM estimation of the linear model can improve upon the Gauss-Markov estimator even when there is no heteroscedasticity to correct
Keywords
GMM , Heteroscedasticity , Moment expansion , Robustness
Journal title
Economics Letters
Serial Year
1998
Journal title
Economics Letters
Record number
434638
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