Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Year of publication: |
2003
|
---|---|
Authors: | Wan, Alan T. K. ; Zou, Guohua |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 1, p. 165-196
|
Subject: | Theorie | Theory | Multiple Regression | Multiple regression |
-
Divided we fall : how ratios undermine research in strategic management
Certo, S. Trevis, (2020)
-
Nonparametric seemingly unrelated regression
Smith, Michael S., (2000)
-
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie, (2000)
- More ...
-
Wan, Alan T. K., (2000)
-
Wan, Alan T. K., (2003)
-
Optimal Weight Choice for Frequentist Model Average Estimators
Liang, Hua, (2011)
- More ...