• 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