{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,29]],"date-time":"2026-09-29T20:05:34Z","timestamp":1790712334788,"version":"4.1.0"},"reference-count":18,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":6713,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1992,6]]},"abstract":"<jats:p>Asymptotically efficient estimates for the multiple equations nonlinear regression model are obtained in the presence of heteroskedasticity of unknown form. The proposed estimator is a generalized least squares based on nonparametric nearest neighbor estimates of the conditional variance matrices. Some Monte Carlo experiments are reported.<\/jats:p>","DOI":"10.1017\/s0266466600012767","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:04Z","timestamp":1287393124000},"page":"203-222","source":"Crossref","is-referenced-by-count":29,"title":["Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model"],"prefix":"10.1017","volume":"8","author":[{"given":"Miguel A.","family":"Delgado","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600012767_ref018","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1962.10480664"},{"key":"S0266466600012767_ref017","doi-asserted-by":"publisher","DOI":"10.2307\/1912934"},{"key":"S0266466600012767_ref015","doi-asserted-by":"crossref","unstructured":"15. Robinson P.M. Automatic frequency-domain inference on semiparametric and nonpara-metric models. Forthcoming in Econometrica (1991).","DOI":"10.2307\/2938370"},{"key":"S0266466600012767_ref014","doi-asserted-by":"publisher","DOI":"10.2307\/1911699"},{"key":"S0266466600012767_ref013","doi-asserted-by":"crossref","unstructured":"13. Robinson P.M. Adaptive estimation of heteroskedastic econometric models. Revista de Econometria (1987): 5\u201328.","DOI":"10.12660\/bre.v7n21987.3098"},{"key":"S0266466600012767_ref009","volume-title":"Statistical Methods of Econometrics","author":"Malinvaud","year":"1980"},{"key":"S0266466600012767_ref005","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(87)90015-7"},{"key":"S0266466600012767_ref003","volume-title":"Introduction to Matrix Analysis","author":"Bellman","year":"1970"},{"key":"S0266466600012767_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/2938351"},{"key":"S0266466600012767_ref002","unstructured":"2. Andrews D.W.K. Asymptotics for semiparametric econometric models I: Estimation and testing. Preprint 1990."},{"key":"S0266466600012767_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/1913973"},{"key":"S0266466600012767_ref006","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177704156"},{"key":"S0266466600012767_ref008","doi-asserted-by":"publisher","DOI":"10.1017\/CCOL0521382483"},{"key":"S0266466600012767_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/1911033"},{"key":"S0266466600012767_ref004","first-page":"1233","article-title":"Adapting for heteroscedasticity in linear models","volume":"10","author":"Carroll","year":"1982","journal-title":"Annals of Statistics"},{"key":"S0266466600012767_ref007","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(75)90064-0"},{"key":"S0266466600012767_ref016","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343886"},{"key":"S0266466600012767_ref001","volume-title":"Advanced Econometrics","author":"Amemiya","year":"1985"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600012767","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,16]],"date-time":"2019-05-16T21:40:15Z","timestamp":1558042815000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600012767\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,6]]},"references-count":18,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1992,6]]}},"alternative-id":["S0266466600012767"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600012767","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1992,6]]}}}