Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
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Publication:2277721
DOI10.1016/0304-4076(91)90068-OzbMath0725.62062OpenAlexW2081906842MaRDI QIDQ2277721
Publication date: 1991
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(91)90068-o
scale parameterssquared error lossriskheteroskedasticitytwo-sample problemlocation vectorstwo-stage pre-test estimator
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