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Estimation Of Heteroscedastic Regression Models Whose Variances Are Functions Of Exogenous Variables

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  • Antle, John M.

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  • Antle, John M., 1981. "Estimation Of Heteroscedastic Regression Models Whose Variances Are Functions Of Exogenous Variables," Working Papers 225693, University of California, Davis, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucdavw:225693
    DOI: 10.22004/ag.econ.225693
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    File URL: https://ageconsearch.umn.edu/record/225693/files/agecon-ucdavis-81-05.pdf
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    References listed on IDEAS

    as
    1. Harvey, A C, 1976. "Estimating Regression Models with Multiplicative Heteroscedasticity," Econometrica, Econometric Society, vol. 44(3), pages 461-465, May.
    2. Antle, John M., 1981. "Theory And Measurement Of Output Distributions," Working Papers 225691, University of California, Davis, Department of Agricultural and Resource Economics.
    3. Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
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    Cited by:

    1. Antle, John M., 1982. "Testing The Stochastic Structure Of Production: A Flexible Moment-Based Approach," Working Papers 225697, University of California, Davis, Department of Agricultural and Resource Economics.

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