The Heteroscedastic Linear Model: Exact Finite Sample Results
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(13)- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
- Small sample considerations in estimation from panel data
- Estimation of regression coefficients after a preliminary test for homoscedasticity
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
- Minimax estimation of common coefficients of several regression models under quadratic loss
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
- Some improved estimators in the case of possible heteroscedasticity
- Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
- Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
- The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
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