Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
- 1 January 1988
- journal article
- Published by Elsevier in Economics Letters
- Vol. 28 (2) , 151-156
- https://doi.org/10.1016/0165-1765(88)90106-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Estimating the error variance in regression after a preliminary test of restrictions on the coefficientsJournal of Econometrics, 1987
- On the Use of a Regret Function to Set Significance Points in Prior Tests of EstimationJournal of the American Statistical Association, 1976
- Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-testJournal of Econometrics, 1975
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown meanAnnals of the Institute of Statistical Mathematics, 1964