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Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments
Kao, Chihwa
1984
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Title
Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments
Keywords
Second-Order Efficiency
;
Root Mean Square Error
Author(s)
Kao, Chihwa
Subject(s)
Financial Economics
Issue Date
1984
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.256052
Record Identifier
https://ageconsearch.umn.edu/record/256052
Language
English
Total Pages
21
Series Statement
DP 8407
Record Appears in
Chung-Hua Institution for Economic Research
>
Discussion Papers
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