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The heteroskedastic linear regression model and the Hadamard product a note


  • Neudecker, Heinz
  • Polasek, Wolfgang
  • Liu, Shuangzhe


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  • Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe, 1995. "The heteroskedastic linear regression model and the Hadamard product a note," Journal of Econometrics, Elsevier, vol. 68(2), pages 361-366, August.
  • Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:361-366

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    References listed on IDEAS

    1. Neudecker, H., 1988. "The Hessian Matrix For Image Factor Analysis," Papers ae_14-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
    2. Amemiya, Takeshi, 1977. "A note on a heteroscedastic model," Journal of Econometrics, Elsevier, vol. 6(3), pages 365-370, November.
    3. Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.

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