Optimal Critical Values for Pre-Testing in Regression
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- Wan, Alan T. K. & Zou, Guohua, 2003. "Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure," Journal of Econometrics, Elsevier, vol. 114(1), pages 165-196, May.
- Steven B. Caudill & Franklin G. Mixon, 2005. "Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 105-113, February.
- Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
- Reif, Jiri & Vlcek, Karel, 2002. "Optimal pre-test estimators in regression," Journal of Econometrics, Elsevier, vol. 110(1), pages 91-102, September.
- Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper 2002-77, Tilburg University, Center for Economic Research.
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