1 publication
-
Published Subscription
Modified Joint Test of Heteroscedasticity and Serial Correlation in a Random Effect Panel Data Model under Restricted AlternativesBy Nahid Salma, Ajit Kumar Majumder
Abstract: AbstractIn time series econometric theory, the sign of the parameter may be pre-assigned, that is the parameter may be ordered or restricted. Estimation of this restricted parameter is then a vital problem. If we know the parameters are restricted by some constraints, it is reasonable to expect that we should be able to do better by incorporating such additional information than by ignoring them. The paper concerned with estimating and …
Published in Research & Reviews : Journal of Statistics · Vol. 2, Issue 3, 2013 · pp. 41–49 Read article →