Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
| Year of publication: |
2003
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|---|---|
| Authors: | Wan, Alan T.K. ; Zou, Guohua |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 114.2003, 1, p. 165
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