Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 53 (1992)
Issue (Month): 1-3 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Akio Namba & Kazuhiro Ohtani, 2007. "Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion," Statistical Papers, Springer, vol. 48(1), pages 151-162, January.
- Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.
- Arashi, M. & Tabatabaey, S.M.M., 2009. "Improved variance estimation under sub-space restriction," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1752-1760, September.
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