Pre-test estimation in the linear regression model with competing restrictions (Q1338497): Difference between revisions

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Pre-test estimation in the linear regression model with competing restrictions
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    Pre-test estimation in the linear regression model with competing restrictions (English)
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    19 January 1995
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    not necessarily exact linear restrictions
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    pre-test estimator
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    two stage procedure
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    dominance condition
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    mean squared error matrix comparison
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    restricted least squares estimators
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    optimality
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