The following pages link to Judith A. Giles (Q684792):
Displaying 15 items.
- Testing for ARCH-GARCH errors in a mis-specified regression (Q684794) (← links)
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034) (← links)
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables (Q1370184) (← links)
- (Q1801425) (redirect page) (← links)
- Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances (Q1801426) (← links)
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (Q1918143) (← links)
- Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances (Q1965934) (← links)
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss (Q3125793) (← links)
- Pre-testing in a mis-specified regression model (Q3135526) (← links)
- Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric (Q4275753) (← links)
- Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model (Q4275775) (← links)
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (Q4355149) (← links)
- (Q4864552) (← links)
