MSE performance of the 2SHI estimator in a regression model with multivariate t error terms
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Volume (Year): 42 (2001)
Issue (Month): 1 (January)
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- Singh, Radhey S., 1988. "Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom," Economics Letters, Elsevier, vol. 27(1), pages 47-53.
- Giles, Judith A., 1992. "Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 345-361.
- Tran Van Hoa & Chaturvedi, A., 1999. "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers wp99-4, School of Economics, University of Wollongong, NSW, Australia.
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