On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
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Publication:2266321
DOI10.1016/0304-4076(84)90045-9zbMath0559.62054MaRDI QIDQ2266321
Publication date: 1984
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(84)90045-9
shrinkage estimators; correlated errors; ordinary least squares estimator; generalized least squares estimator; heteroscedastic errors; biased estimators; mean square error criteria
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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Cites Work
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