The heteroskedastic linear regression model and the Hadamard product a note

Heinz Neudecker; Wolfgang Polasek; Shuangzhe LIU

doi:10.1016/0304-4076(94)01655-J

The heteroskedastic linear regression model and the Hadamard product a note

Heinz Neudecker, Wolfgang Polasek, Shuangzhe LIU

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

A unified matrix approach to the heteroskedastic linear regression model and its estimation is presented. The Hadamard product plays an essential role. Our approach creates the possibility of treating not only the standard linear but also nonlinear specifications. Special attention is being paid to maximum-likelihood estimation.

Original language	English
Pages (from-to)	361-366
Number of pages	6
Journal	Journal of Econometrics
Volume	68
Issue number	2
DOIs	https://doi.org/10.1016/0304-4076(94)01655-J
Publication status	Published - 1 Jan 1995
Externally published	Yes

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10.1016/0304-4076(94)01655-J

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title = "The heteroskedastic linear regression model and the Hadamard product a note",

abstract = "A unified matrix approach to the heteroskedastic linear regression model and its estimation is presented. The Hadamard product plays an essential role. Our approach creates the possibility of treating not only the standard linear but also nonlinear specifications. Special attention is being paid to maximum-likelihood estimation.",

keywords = "Hadamard product, Heteroskedastic linear regression, Information matrix, Nonlinear specifications",

author = "Heinz Neudecker and Wolfgang Polasek and Shuangzhe LIU",

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T1 - The heteroskedastic linear regression model and the Hadamard product a note

AU - Neudecker, Heinz

AU - Polasek, Wolfgang

AU - LIU, Shuangzhe

PY - 1995/1/1

Y1 - 1995/1/1

N2 - A unified matrix approach to the heteroskedastic linear regression model and its estimation is presented. The Hadamard product plays an essential role. Our approach creates the possibility of treating not only the standard linear but also nonlinear specifications. Special attention is being paid to maximum-likelihood estimation.

AB - A unified matrix approach to the heteroskedastic linear regression model and its estimation is presented. The Hadamard product plays an essential role. Our approach creates the possibility of treating not only the standard linear but also nonlinear specifications. Special attention is being paid to maximum-likelihood estimation.

KW - Hadamard product

KW - Heteroskedastic linear regression

KW - Information matrix

KW - Nonlinear specifications

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DO - 10.1016/0304-4076(94)01655-J

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SP - 361

EP - 366

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

ER -

The heteroskedastic linear regression model and the Hadamard product a note

Abstract

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