On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting

DOI10.1080/03610919108812964zbMath0850.62869OpenAlexW2048565971MaRDI QIDQ4019257

Senyo B.-S. K. Adjibolosoo

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812964

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables ⋮ The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function

Cites Work

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• Exact moments of lawless and wang's operational ridge regression estimator
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• A simulation study of ridge and other regression estimators

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