Local Polynomial Estimation of Heteroscedasticity in a Multivariate Linear Regression Model and Its Applications in Economics

Multivariate local polynomial fitting is applied to the multivariate linear heteroscedastic regression model. Firstly, the local polynomial fitting is applied to estimate heteroscedastic function, then the coefficients of regression model are obtained by using generalized least squares method. One n...

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Detalles Bibliográficos
Autores principales: Su, Liyun, Zhao, Yanyong, Yan, Tianshun, Li, Fenglan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2012
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3444506/
https://www.ncbi.nlm.nih.gov/pubmed/23028468
http://dx.doi.org/10.1371/journal.pone.0043719

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3444506/
https://www.ncbi.nlm.nih.gov/pubmed/23028468
http://dx.doi.org/10.1371/journal.pone.0043719

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