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Sampling error and double shrinkage estimation of minimum variance portfolios

โœ Scribed by B. Candelon; C. Hurlin; S. Tokpavi

Book ID
116641852
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
442 KB
Volume
19
Category
Article
ISSN
0927-5398

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A simple transformation method, proposed by Fuller and Battese (1973), for making inferences from one and two-fold nested error regression models with equal error variances under two and three-stage cluster sampling is extended here to the more realistic case of unequal error variances. The method p