Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments Report as inadecuate




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Keywords: Second-Order Efficiency ; Root Mean Square Error

Subject(s): Financial Economics

Issue Date: 1984-1984-1984

Publication Type: Working or Discussion Paper

Language: English

Total Pages: 21

Series Statement: DP 8407

Record appears in: Chung-Hua Institution for Economic Research > Discussion Papers





Author: Kao, Chihwa

Source: http://ageconsearch.umn.edu/record/256052?ln=en







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