MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break

MEASURING FINANCIAL MARKET RISK CONTAGION BETWEEN CHINESE AND OTHER ONE BELT ONE ROAD COUNTRIES' STOCK MARKETS

Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference

Climate value at risk and expected shortfall for Bitcoin market

Moving average threshold heterogeneous autoregressive (MAT-HAR) models

Research on the Effectiveness of Green Credit Policy-Based on the Empirical Study of 19 Listed Banks in China

MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables

PMSE performance of two different types of preliminary test estimators under a multivariate t error term

A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model

MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution

Financial Intermediation and Economic Growth in China: New Evidence from Panel Data

Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model

MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated