The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
By: Hiroko Kurumai, Kazuhiro Ohtani
Series: Working paper -- no. 158; Working paper (Kōbe Shōka Daigaku. Keizai Kenkyūjo) -- no. 158
Publisher: Institute of Economic Research, Kobe University of Commerce
Published: 1996
Place of publication: Nishiku, Kobe
Language: eng
Number of pages: 20