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Issue Date
Title
Author(s)
1985
Box-cox transformation and the problem of heteroscedasticity
Sarkar, Nityananda
1985
Consistency and asymptotic normality of the ML estimator of limited dependent variable models with heteroscedasticity
Sarkar, Nityananda
1985
Estimation and testing in an autocorrelated linear regression model with decomposed error term: the case of two AR(1) components
Sarkar, Nityananda
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Subject
1
Asymptotic normality
1
Autocorrelation
1
Bartlett's test
1
Box-cox model
1
Composite error term
1
Estimator
1
Functional form
1
Heteroscedasticity
1
ML heteroscedasticity
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Nonnormality
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