Author:
Ohtani Kazuhiro,Giles Judith A.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
1. Adjibolosso, S.B.-S.K. (1991), “On Choosing the Levels of Significance for the Goldfeld and Quandt Heteroskedasticity Pretesting,”Communications in Statistics—Simulation and Computation, 20, 437–447.
2. Giles, D.E.A. (1992), “The Exact Distribution of a Simple Pre-Test Estimator,”Readings in Econometric Theory and Practice, A Volume in Honor of George Judge, W. Griffiths, H. Lütkepohl and M.E. Bock (Eds.), North Holland: Amsterdam, 57–74.
3. Giles, D.E.A. and Srivastava, V.K. (1993), “The Exact Distribution of a Least Squares Regression Coefficient Estimator After a Preliminary t-Test,”Statistics & Probability Letters, 16, 59–64.
4. Greenberg, E. (1980), “Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity,”Econometrica, 48, 1085–1813.
5. Mandy, D.M. (1984), “The Moments of a Pre-Test Estimator Under Possible Heteroscedasticity,”Journal of Econometrics, 25, 29–33.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献