Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
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- Zhu, Rong & Zhou, Sherry Z.F., 2011. "Estimating the error variance after a pre-test for an interval restriction on the coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2312-2323, July.
- Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
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