The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
Year of publication: |
1997
|
---|---|
Authors: | Ohtani, Kazuhiro ; Giles, David ; Giles, Judith |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 16.1997, 1, p. 119-130
|
Publisher: |
Taylor & Francis Journals |
Subject: | balanced loss | heteroskedasticity | sequential estimator | goodness of fit |
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