Title of article
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
Author/Authors
Kazuhiro Ohtani، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2002
Pages
12
From page
129
To page
140
Keywords
MSE dominance , Pre-test , Stein variance estimator , Speci0cation error
Journal title
Statistics and Probability Letters
Serial Year
2002
Journal title
Statistics and Probability Letters
Record number
139951
Link To Document