Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
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Cited by:
- J. Denis Sargan, 2001. "Model Building And Data Mining," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 159-170.
- Paul Chiou & Chien-Pai Han, 1996. "Estimation of error variance in one-way random model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 44(1), pages 41-51, December.
- Steven B. Caudill & Franklin G. Mixon, 2005. "Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 105-113, February.
- Chiou, Paul & Miao, Weiwen, 2005. "Shrinkage estimation for the difference between exponential guarantee time parameters," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 489-507, March.
- Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," Papers 2403.11016, arXiv.org, revised May 2024.
- Raghu Suryanarayanan, 2006. "A Model of Anticipated Regret and Endogenous Beliefs," CSEF Working Papers 161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2008.
- Andreas Savvides, 1992. "Unanticipated exchange rate variability and the growth of international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 446-463, September.
- Danilov, D.L. & Magnus, J.R., 2002.
"Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known,"
Discussion Paper
2002-77, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
- Reif, Jiri & Vlcek, Karel, 2002. "Optimal pre-test estimators in regression," Journal of Econometrics, Elsevier, vol. 110(1), pages 91-102, September.
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