On the sensitivity of pre-test estimators to covariance misspecification (Q710783)
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scientific article; zbMATH DE number 5804355
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| English | On the sensitivity of pre-test estimators to covariance misspecification |
scientific article; zbMATH DE number 5804355 |
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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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0.8734174370765686
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0.8224011659622192
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0.8085490465164185
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0.8085490465164185
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0.782256543636322
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