Title of article :
The Falstaff estimator
Author/Authors :
Roger Koenker، نويسنده , , José A. F. Machado، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
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
Journal title :
Economics Letters
