MSE-improvement of the least squares estimator by dropping variables
| Year of publication: |
1993
|
|---|---|
| Authors: | Liski, Erkki ; Trenkler, Götz |
| Published in: |
Metrika. - Springer. - Vol. 40.1993, 1, p. 263-269
|
| Publisher: |
Springer |
| Subject: | Dropping variables | Mean squared error superiority | least squares estimator | F-test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005756220