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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.; Giles, David E. A.; Ohtani, Kazuhiro - 1996
Persistent link: https://www.econbiz.de/10000168487
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The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro; Giles, David E. A.; Giles, Judith A. - 1994
Persistent link: https://www.econbiz.de/10000970188
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Autocorrelation pre-testing using a balanced loss function
Cunneen, Matthew C.; Giles, Judith A. - 1993
Persistent link: https://www.econbiz.de/10000970202
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Testing the significance of a regressor after a pre-test for (G)ARCH errors
Giles, Judith A. - 1994
Persistent link: https://www.econbiz.de/10000970205