Pages that link to "Item:Q4148863"

The following pages link to The Heteroscedastic Linear Model: Exact Finite Sample Results (Q4148863):

Displaying 13 items.

• A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
• Small sample considerations in estimation from panel data (Q1135079) (← links)
• Estimation of regression coefficients after a preliminary test for homoscedasticity (Q1135593) (← links)
• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
• Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
• The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables (Q1370184) (← links)
• Minimax estimation of common coefficients of several regression models under quadratic loss (Q1826240) (← links)
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (Q1918143) (← links)
• Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
• Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity (Q2277721) (← links)
• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058) (← links)
• The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator (Q4019194) (← links)
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (Q4355149) (← links)