THE MOMENTS OF A PRE-TEST ESTIMATOR UNDER POSSIBLE HETEROSCEDASTICITY

被引:8
作者
MANDY, DM
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10.1016/0304-4076(84)90034-4
中图分类号
F [经济];
学科分类号
02 ;
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页码:29 / 33
页数:5
相关论文
共 3 条
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GREENBERG, E .
ECONOMETRICA, 1980, 48 (07) :1805-1813
[2]   ESTIMATION OF REGRESSION-COEFFICIENTS AFTER A PRELIMINARY TEST FOR HOMOSCEDASTICITY [J].
OHTANI, K .
JOURNAL OF ECONOMETRICS, 1980, 12 (02) :151-159
[3]   HETEROSCEDASTIC LINEAR-MODEL - EXACT FINITE SAMPLE RESULTS [J].
TAYLOR, WE .
ECONOMETRICA, 1978, 46 (03) :663-675