Judith A. Giles

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances
Computational Statistics
2000-03-02Paper
The exact risks of some pre-test and stein-type regression estimators umder balanced loss
Communications in Statistics: Theory and Methods
1998-02-17Paper
The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Statistical Papers
1997-10-26Paper
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
Econometric Reviews
1997-09-17Paper
Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
Journal of Statistical Planning and Inference
1996-09-05Paper
scientific article; zbMATH DE number 846032 (Why is no real title available?)1996-04-21Paper
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Communications in Statistics: Theory and Methods
1994-01-20Paper
Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
Communications in Statistics: Theory and Methods
1994-01-20Paper
Pre-testing in a mis-specified regression model
Communications in Statistics: Theory and Methods
1993-10-11Paper
Testing for ARCH-GARCH errors in a mis-specified regression
Computational Statistics
1993-10-07Paper
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
Journal of Econometrics
1993-07-18Paper
Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
Journal of Econometrics
1992-09-27Paper
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
Journal of Econometrics
1992-06-28Paper
The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
Economics Letters
1992-06-28Paper


Research outcomes over time


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