Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
| Year of publication: |
2003
|
|---|---|
| Authors: | Wan, Alan T. K. ; Zou, Guohua |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 114.2003, 1, p. 165-196
|
| Publisher: |
Elsevier |