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Communications in Statistics - Simulation and Computation Volume 20, 1991 - Issue 2-3
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Original Articles

On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting

Senyo B. S. K. Adjibolosoo Division of Business & Economics, Trinity Western University, Langley, B.C, V3A 6H4, Canada
Pages 437-447 | Received 01 Feb 1991, Published online: 27 Jun 2007

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Kazuhiro Ohtani, David E. A. Giles & Judith A. Giles. (1997) The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function. Econometric Reviews 16:1, pages 119-130.
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Articles from other publishers (1)

Kazuhiro Ohtani & Judith A. Giles. (1996) The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables. Statistical Papers 37:4, pages 323-342.
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