The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function

Econometric Reviews

Volumn 16, Issue 1, 1997, Pages 119-130

  Ohtani, Kazuhiro ^a   Giles, David E A ^b   Giles, Judith A ^b  

^a KOBE UNIVERSITY   (Japan)

^b UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Balanced loss; Goodness of fit; Heteroskedasticity; Sequential estimator

Indexed keywords

EID: 3042515411     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800376     Document Type: Article

References (14)

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