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- W2040802110 abstract "Abstract Additive and multiplicative heteroscedastic error models are considered, and the relative efficiency of a number of Bayesian and sampling theory estimators, including some pre-test estimators,is investigated. The relative performance of the various estimators seems to depend more on sample size and the severity of the heteroscedasticity than it does on the underlying nature of the heteroscedasticity. In general the Bayesian estimators outperform the sampling theory estimators, and we make some useful recommendations concerning estimator choice. Keywords: additive and multiplicative heteroscedasticityestimator efficiencypre-test estimators" @default.
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- W2040802110 title "A monte carlo comparison of some bayesian and sampling theory estimators in two heteroscedastic error models" @default.
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- W2040802110 doi "https://doi.org/10.1080/03610918408812360" @default.
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