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Applied Economics Letters Volume 27, 2020 - Issue 12
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Research Article

A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form

Cuicui Lua Department of Economics, Nanjing University Business School, Nanjing, ChinaCorrespondence[email protected]
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Jeffrey M. Wooldridgeb Department of Economics, Michigan State University, East Lansing, MI, USAView further author information
Pages 997-1001 | Published online: 01 Oct 2019

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Daniel Ofori-Sasu, Smile Dzisi & Joshua Yindenaba Abor. (2023) Entrepreneurship, foreign direct investments and economic wealth in Africa. Cogent Business & Management 10:1.
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Daniel Ofori-Sasu, Smile Dzisi & Franklin Dodzi Odoom. (2023) Inclusive business, private sector credit and economic welfare: evidence from Africa. International Journal of Emerging Markets.
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Larissa M. Batrancea & Horia Tulai. (2022) Thriving or Surviving in the Energy Industry: Lessons on Energy Production from the European Economies. Energies 15:22, pages 8532.
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Itbar khan, Lei Han, Robeena BiBi & Hayat khan. (2022) The role of technological innovations and renewable energy consumption in reducing environmental degradation: evidence from the belt and road initiative countries. Environmental Science and Pollution Research 29:48, pages 73085-73099.
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Cristiana Tudor. (2022) The Nexus between Pollution and Obesity and the Magnifying Role of Media Consumption: International Evidence from GMM Systems Estimates. International Journal of Environmental Research and Public Health 19:16, pages 10260.
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Ghulam Shabbir, Amjad Naveed, Muhammad Ali Khan & Shabib Haider Syed. (2021) Does Peace Promote Bilateral Trade Flows? An Economic Analysis of Panel Data in Asian Perspective. Comparative Economic Studies 64:1, pages 143-158.
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Cristiana Tudor & Robert Sova. (2022) Driving Factors for R&D Intensity: Evidence from Global and Income-Level Panels. Sustainability 14:3, pages 1854.
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Olatunji Abdul Shobande. (2021) Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification. Sustainability 13:9, pages 4683.
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Ahmad Daryanto. (2020) Tutorial on Heteroskedasticity using HeteroskedasticityV3 SPSS macro. The Quantitative Methods for Psychology 16:5, pages v8-v20.
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