Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Finite sample moments of a preliminary test estimator in the case of possible heteroscedasticity;Greenberg;Econometrica,1980
2. Testing equality of means after a preliminary test of equality of variances;Gurland;Biometrika,1962
3. Estimation of regression coefficients after a preliminary test for homoscedasticity;Ohtani;Journal of Econometrics,1980
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1. Tests on a Subset of Regression Parameters for Factorial Experimental Data with Uncertain Higher Order Interactions;Journal of Statistical Theory and Applications;2019
2. Post-J test inference in non-nested linear regression models;Science China Mathematics;2015-01-06
3. PRE-TEST ESTIMATION AND TESTING IN ECONOMETRICS: RECENT DEVELOPMENTS;Journal of Economic Surveys;1993-06
4. The Exact Distribution of a Simple Pre-Test Estimator* *An earlier version of this paper was presented to the 1988 Australasian Meeting of the Econometric Society. I am grateful to Robert Davies for supplying FORTRAN code for his algorithm AS155 and to Judith Giles for several valuable discussions, and for preparing the figures. I would also like to thank Chien-Pai Han, Mary Ellen Bock, Chris Skeels, Murray Smith and participants in seminars at McMaster University, the University of Guelph and the University of Western Ontario for their helpful comments.;Readings in Econometric Theory and Practice - A Volume in Honor of George Judge;1992
5. Preliminary-test estimation of the standard error of estimate in linear regression;Economics Letters;1990-09
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