## Estimation of the Error Variance after a Preliminary-Test of Homogeneity in a Regression Model with Spherically Symmetric DisturbancesDept. of Economics, University of Canterbury, 1990 - 18 pages |

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0-range Aggregate Demand always-pool estimator assume normality Christchurch component estimators Computable General Equilibrium critical value David E. A. Giles David Giles Department of Economics depict typical results Discussion Paper Divisia Monetary Aggregates Dorian Owen error distribution error variance Ewen McCann example c*=l Giles and Peter idempotent ignore the prior investigate J. N. Lye John Fountain Koon-Lam Shea Least Squares Estimator linear regression model lndustry maximum likelihood mean squared error minimum mean squared MODEL WITH SPHERICALLY Mt regression disturbances multivariate Student-t never-pool estimators non-normal normally distributed numerical evaluations Ohtani and Toyoda optimal Pattanaik and Manimay Perfectly Discriminatory Policies Peter Hampton pool the samples pre-test estimator Pre-testing for Linear preferable to pre-test Preliminary-Test Estimation PRELIMINARY-TEST OF HOMOGENEITY prior information researcher wrongly assumes risk under quadratic SPHERICALLY SYMMETRIC DISTURBANCES strictly dominate SYMMETRIC DISTURBANCES JUDITH Toyoda and Wallace Ullah University of Canterbury V. K. Srivastava variances are equal vector Woodfield Zinde-Walsh