OPTIMAL LEVELS OF SIGNIFICANCE OF A PRE-TEST IN ESTIMATING THE DISTURBANCE VARIANCE AFTER THE PRE-TEST FOR A LINEAR-HYPOTHESIS ON COEFFICIENTS IN A LINEAR-REGRESSION

被引：25

|

作者：

OHTANI, K

机构：

来源：

ECONOMICS LETTERS | 1988年 / 28卷 / 02期

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D O I：

10.1016/0165-1765(88)90106-1

中图分类号：

F [经济];

学科分类号：

02 ;

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页码：151 / 156

页数：6

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[1] TESTING THE DISTURBANCE VARIANCE AFTER A PRE-TEST FOR A LINEAR-HYPOTHESIS ON COEFFICIENTS IN A LINEAR-REGRESSION
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