Joint estimation and testing for functional form and heteroskedasticity
- 28 February 1981
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 15 (2), 299-307
- https://doi.org/10.1016/0304-4076(81)90119-6
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- On maximum likelihood estimation of functional form and heteroskedasticityEconomics Letters, 1979
- Estimation and testing for functional form and autocorrelation: A simultaneous approachJournal of Econometrics, 1978
- A note on problems in estimating exponential urban density modelsJournal of Urban Economics, 1978
- Functional Form, Density Gradient and Price Elasticity of Demand for HousingUrban Studies, 1976
- The Functional Form in Estimating the Density Gradient: An Empirical InvestigationJournal of the American Statistical Association, 1976
- A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression ModelsEconometrica, 1974
- Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its ExpectationJournal of the American Statistical Association, 1973
- Generalized Production FunctionsThe Review of Economic Studies, 1969
- Estimation in a Heteroscedastic Regression ModelJournal of the American Statistical Association, 1968