Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
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- Wang, W., 2013. "Essays on model averaging and political economics," Other publications TiSEM 2e45376b-749e-4464-aba7-f, Tilburg University, School of Economics and Management.
- Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
- 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.
- Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
- Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
- Helen X. H. Bao & Alan T. K. Wan, 2007. "Improved Estimators of Hedonic Housing Price Models," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 267-302.
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