Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q2807699)
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scientific article; zbMATH DE number 6584908
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| English | Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model |
scientific article; zbMATH DE number 6584908 |
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Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (English)
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25 May 2016
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feasible ridge regression estimator
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heterogeneous preliminary test estimator
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MSE performance
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omitted variables
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optimal critical value
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0.8235530853271484
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0.8072419762611389
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0.7920312881469727
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0.790829062461853
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