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Authors and Citation

Authors

Citation

Source: inst/CITATION

Duarte, Fernando (2025). hetid: Identification Through Heteroskedasticity. R package version 0.1.0. https://github.com/fernando-duarte/heteroskedasticity_identification

@Manual{,
  title = {hetid: Identification Through Heteroskedasticity},
  author = {Fernando Duarte},
  year = {2025},
  note = {R package version 0.1.0},
  url = {https://github.com/fernando-duarte/heteroskedasticity_identification},
}

Lewbel, Arthur (2012). Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. Journal of Business & Economic Statistics, 30(1), 67-80. https://doi.org/10.1080/07350015.2012.643126

@Article{,
  title = {Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models},
  author = {Arthur Lewbel},
  journal = {Journal of Business & Economic Statistics},
  year = {2012},
  volume = {30},
  number = {1},
  pages = {67--80},
  doi = {10.1080/07350015.2012.643126},
  url = {https://doi.org/10.1080/07350015.2012.643126},
}

Rigobon, Roberto (2003). Identification through Heteroskedasticity. The Review of Economics and Statistics, 85(4), 777-792. https://doi.org/10.1162/003465303772815727

@Article{,
  title = {Identification through Heteroskedasticity},
  author = {Roberto Rigobon},
  journal = {The Review of Economics and Statistics},
  year = {2003},
  volume = {85},
  number = {4},
  pages = {777--792},
  doi = {10.1162/003465303772815727},
  url = {https://doi.org/10.1162/003465303772815727},
}

Prono, Todd (2014). The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor. Journal of Applied Econometrics, 29(5), 800-824. https://doi.org/10.1002/jae.2331

@Article{,
  title = {The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor},
  author = {Todd Prono},
  journal = {Journal of Applied Econometrics},
  year = {2014},
  volume = {29},
  number = {5},
  pages = {800--824},
  doi = {10.1002/jae.2331},
  url = {https://doi.org/10.1002/jae.2331},
}