✦ LIBER ✦

Least squares estimation and tests of breaks in mean and variance under misspecification

✍ Scribed by Jean-Yves Pitarakis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Restricted least squares, pre-test, ols

✍ R.C. Mittelhammer 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 797 KB

Mean square error matrix superiority of

✍ P. Wijekoon; G. Trenkler 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 419 KB

Comparison of Model Misspecification Dia

✍ Cook, R. D.; Hawkins, D. M.; Weisberg, S. 📂 Article 📅 1992 🏛 American Statistical Association 🌐 English ⚖ 643 KB

Consistency of Least-Squares Estimator a

✍ Jun Shao 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 French ⚖ 554 KB

On the Performance of Maximum Likelihood

✍ Beauducel, Andre; Herzberg, Philipp Yorck 📂 Article 📅 2006 🏛 Lawrence Erlbaum Associates, Inc. 🌐 English ⚖ 166 KB

HETEROSCEDASTICITY: SAMPLING EXPERIMENTS

✍ LARRY HERSH; V. SUNDARARAJAN 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 629 KB