A procedure foe improving upon the performance of the traditional heteroskedast1c1ty pretest estimator
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610929008830299
Reference13 articles.
1. Adjibolosoo, B. S. K. 1988. “Smoothing the Pretest Estimator: A Monte Carlo Study for Heteroskedasticity”. Burnaby: Simon Eraser University. Unpublished Ph.D Dissertation, Dept. of Economics
2. Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
3. On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
4. Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity
Cited by 2 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
1. PRE-TEST ESTIMATION AND TESTING IN ECONOMETRICS: RECENT DEVELOPMENTS;Journal of Economic Surveys;1993-06
2. The power and robustness properties of tests for heteroskedasticity when the regressors are trended;Communications in Statistics - Simulation and Computation;1991-01
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