Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=rael20 Applied Economics Letters ISSN: 1350-4851 (Print) 1466-4291 (Online) Journal homepage: https://www.tandfonline.com/loi/rael20 A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form Cuicui Lu & Jeffrey M. Wooldridge To cite this article: Cuicui Lu & Jeffrey M. Wooldridge (2019): A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form, Applied Economics Letters, DOI: 10.1080/13504851.2019.1657228 To link to this article: https://doi.org/10.1080/13504851.2019.1657228 Published online: 01 Oct 2019. Submit your article to this journal Article views: 10 View related articles View Crossmark data