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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2012
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| Materias: | |
| 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 |