Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Year of publication: |
2003
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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
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Subject: | Theorie | Theory | Multiple Regression | Multiple regression |
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