{"id":"https://openalex.org/W1966367690","doi":"https://doi.org/10.1016/0304-4076(94)90056-6","title":"Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity","display_name":"Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity","publication_year":1994,"publication_date":"1994-09-01","ids":{"openalex":"https://openalex.org/W1966367690","doi":"https://doi.org/10.1016/0304-4076(94)90056-6","mag":"1966367690"},"language":"en","primary_location":{"id":"doi:10.1016/0304-4076(94)90056-6","doi":"https://doi.org/10.1016/0304-4076(94)90056-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0304-4076(94)90056-6","pdf_url":null,"source":{"id":"https://openalex.org/S127742747","display_name":"Journal of Econometrics","issn_l":"0304-4076","issn":["0304-4076","1872-6895"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Econometrics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026720925","display_name":"Jerzy Szroeter","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Jerzy Szroeter","raw_affiliation_strings":["Department of Economics, University College London, London WC1E 6BT, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University College London, London WC1E 6BT, UK","institution_ids":["https://openalex.org/I45129253"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5026720925"],"corresponding_institution_ids":["https://openalex.org/I45129253"],"apc_list":{"value":4570,"currency":"USD","value_usd":4570},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.11999407,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":95},"biblio":{"volume":"64","issue":"1-2","first_page":"29","last_page":"43"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9765999913215637,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9765999913215637,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.02199999988079071,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13030","display_name":"Survey Sampling and Estimation Techniques","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/weighted-least-squares","display_name":"weighted least squares","score":0.7720000147819519},{"id":"https://openalex.org/keywords/relative-efficiency","display_name":"relative efficiency","score":0.7440000176429749},{"id":"https://openalex.org/keywords/finite-sample-efficiency","display_name":"finite-sample efficiency","score":0.9020000100135803},{"id":"https://openalex.org/keywords/heteroscedastic-errors","display_name":"heteroscedastic errors","score":0.6819999814033508},{"id":"https://openalex.org/keywords/ordinary-least-squares","display_name":"ordinary least squares","score":0.5910000205039978},{"id":"https://openalex.org/keywords/generalized-variance","display_name":"generalized variance","score":0.6830000281333923}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8500970602035522},{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.8210689425468445},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7762402296066284},{"id":"https://openalex.org/C99656134","wikidata":"https://www.wikidata.org/wiki/Q2912993","display_name":"Ordinary least squares","level":2,"score":0.7394216656684875},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5417547821998596},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.5296722650527954},{"id":"https://openalex.org/C188649462","wikidata":"https://www.wikidata.org/wiki/Q2246261","display_name":"Generalized least squares","level":3,"score":0.4969957172870636},{"id":"https://openalex.org/C17648541","wikidata":"https://www.wikidata.org/wiki/Q2265984","display_name":"Efficiency","level":3,"score":0.4572339951992035},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.42148974537849426},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4004150331020355},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.393662691116333},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.07309222221374512},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.062248677015304565},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1016/0304-4076(94)90056-6","doi":"https://doi.org/10.1016/0304-4076(94)90056-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0304-4076(94)90056-6","pdf_url":null,"source":{"id":"https://openalex.org/S127742747","display_name":"Journal of Econometrics","issn_l":"0304-4076","issn":["0304-4076","1872-6895"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Econometrics","raw_type":"journal-article"},{"id":"pmh:hdl:10068/464610","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10068/464610","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"R - Report"},{"id":"pmh:oai:RePEc:eee:econom:v:64:y:1994:i:1-2:p:29-43","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/0304-4076(94)90056-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:eprints.ucl.ac.uk.OAI2:1319132","doi":null,"is_oa":false,"landing_page_url":"http://discovery.ucl.ac.uk/1319132/","pdf_url":null,"source":{"id":"https://openalex.org/S4306400024","display_name":"UCL Discovery (University College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I45129253","host_organization_name":"University College London","host_organization_lineage":["https://openalex.org/I45129253"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"(1994)","raw_type":"Article"},{"id":"pmh:oai:eprints.ucl.ac.uk.OAI2:18117","doi":null,"is_oa":false,"landing_page_url":"http://discovery.ucl.ac.uk/18117/","pdf_url":null,"source":{"id":"https://openalex.org/S4306400024","display_name":"UCL Discovery (University College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I45129253","host_organization_name":"University College London","host_organization_lineage":["https://openalex.org/I45129253"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Econometrics , 64 (1-2) pp. 29-43. (1994)","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W370143576","https://openalex.org/W1895111254","https://openalex.org/W1967644526","https://openalex.org/W1975514698","https://openalex.org/W1976809005","https://openalex.org/W2003719576","https://openalex.org/W2014608908","https://openalex.org/W2022674555","https://openalex.org/W2028133953","https://openalex.org/W2029917153","https://openalex.org/W2034051496","https://openalex.org/W2044735544","https://openalex.org/W2061536776","https://openalex.org/W2072838328","https://openalex.org/W2080983719","https://openalex.org/W2087964979","https://openalex.org/W2092185780","https://openalex.org/W2102000606","https://openalex.org/W2108818539","https://openalex.org/W2317327750","https://openalex.org/W3015958077","https://openalex.org/W4253632433","https://openalex.org/W4299798163","https://openalex.org/W6639730648"],"related_works":["https://openalex.org/W2091728194","https://openalex.org/W2312930409","https://openalex.org/W1543687704","https://openalex.org/W2595410671","https://openalex.org/W2074537980","https://openalex.org/W3113597462","https://openalex.org/W2181630796","https://openalex.org/W3042859362","https://openalex.org/W2167126078","https://openalex.org/W2920846473"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":2}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2025-10-10T00:00:00"}
