On the sensitivity of pre-test estimators to covariance misspecification (Q710783): Difference between revisions
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Revision as of 22:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sensitivity of pre-test estimators to covariance misspecification |
scientific article |
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On the sensitivity of pre-test estimators to covariance misspecification (English)
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22 October 2010
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linear restrictions
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non-spherical disturbances
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pre-test
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robustness
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