The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model PDF Download

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The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model

The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24

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The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model

The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24

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The Optimal Critical Value of a Pre-test for an Inequality Restriction in a Mis-specified Regression Model

The Optimal Critical Value of a Pre-test for an Inequality Restriction in a Mis-specified Regression Model PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 36

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Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss

Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

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The Optimal Size of a Preliminary Test for Linear Restrictions when Estimating the Regression Scale Parameter

The Optimal Size of a Preliminary Test for Linear Restrictions when Estimating the Regression Scale Parameter PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 9

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The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

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Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors

Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38

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Lp-norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regressor is Known

Lp-norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regressor is Known PDF Author: Radhey S. Singh
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30

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Journal of Statistical Planning and Inference

Journal of Statistical Planning and Inference PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 420

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Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors

Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors PDF Author: John P. Small
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36

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The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted

The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted PDF Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32

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