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A Note on Heteroskedasticity Issues

Dhrymes, Phoebus J.

The purpose of this paper is to clarify certain issues related to the incidence
of heteroskadisticity in the General Linear Model (GLM); to provide simpler
and more accessible proofs for a number of propositions, and to allow
the results to stand under conditions considerably less stringent that
those hitherto available in the literature.

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Academic Units
Economics
Publisher
Department of Economics, Columbia University
Series
Department of Economics Discussion Papers, 629
Published Here
February 17, 2011

Notes

October 1992.

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