Pages that link to "Item:Q4019257"
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The following pages link to On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting (Q4019257):
Displaying 2 items.
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables (Q1370184) (← links)
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (Q4355149) (← links)