Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
Robinson, Peter
(1987)
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form.
Econometrica, 55.
pp. 875-891.
ISSN 0012-9682
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1232 |