Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity (Q2277721): Difference between revisions

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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity
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+Q4178373
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+Normal rank
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+Joint distribution function of certain ratios of chi-square variates
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+On pooling disturbance variances when the goal is testing restrictions on regression coefficients
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+Estimation of regression coefficients after a preliminary test for homoscedasticity
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+Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
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+Some Further Evidence on the Use of the Chow Test under Heteroskedasticity
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+Estimation of a regression coefficient after two preliminary tests of significance
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+Small Sample Properties of a Class of Two Stage Aitken Estimators
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+The Heteroscedastic Linear Model: Exact Finite Sample Results
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+Use of the Chow Test under Heteroscedasticity
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+Normal rank
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+Some improved estimators in the case of possible heteroscedasticity
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