Pages that link to "Item:Q5545127"

The following pages link to A Test of the Mean Square Error Criterion for Restrictions in Linear Regression (Q5545127):

Displayed 50 items.

• In-sample tests of predictive ability: a new approach (Q528013) ‎ (← links)
• MSE-improvement of the least squares estimator by dropping variables (Q685762) ‎ (← links)
• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model (Q689391) ‎ (← links)
• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator (Q899840) ‎ (← links)
• On least squares estimation with a particular linear function of the dependent variable (Q899907) ‎ (← links)
• A further theoretical result for generalized ridge regression estimators (Q900068) ‎ (← links)
• A note on comparing the unrestricted and restricted least-squares estimators (Q912546) ‎ (← links)
• Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints (Q1077848) ‎ (← links)
• The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) ‎ (← links)
• Computations for constrained linear models (Q1138866) ‎ (← links)
• On comparing restricted least squares estimators (Q1152924) ‎ (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) ‎ (← links)
• Pre-test procedures and forecasting in the regression model under restrictions (Q1193990) ‎ (← links)
• MSE dominance of least squares with errors-of-observation (Q1211331) ‎ (← links)
• Mean square error tests for restrictions in singular linear models (Q1242423) ‎ (← links)
• Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances (Q1244773) ‎ (← links)
• Mean square error matrix improvements and admissibility of linear estimators (Q1262054) ‎ (← links)
• Linear restrictions, rank reduction, and biased estimation in linear regression (Q1300818) ‎ (← links)
• Minimum mean square error estimation in linear regression (Q1314492) ‎ (← links)
• Pre-test estimation in the linear regression model with competing restrictions (Q1338497) ‎ (← links)
• Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression (Q1844524) ‎ (← links)
• Some comments on estimation in regression after preliminary tests of significance (Q1847116) ‎ (← links)
• Dropping variables versus use of proxy variables in linear regression (Q1918145) ‎ (← links)
• On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk (Q1962773) ‎ (← links)
• MSE bounds for estimators of matrix functions (Q2226459) ‎ (← links)
• Optimal critical regions for pre-test estimators using a Bayes risk criterion (Q2266311) ‎ (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) ‎ (← links)
• Covariance adjustment in biased estimation (Q2365200) ‎ (← links)
• Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) ‎ (← links)
• Superiority comparisons of heterogeneous linear estimators (Q3028084) ‎ (← links)
• The exact risks of some pre-test and stein-type regression estimators umder balanced loss (Q3125793) ‎ (← links)
• The relative efficiency of the restricted estimators in linear regression models (Q3179215) ‎ (← links)
• Contamination in linear regression models and its influence on estimators (Q3212144) ‎ (← links)
• The restricted least squares estimator and ridge regression (Q3223725) ‎ (← links)
• A test of the mean square error criterion for shrinkage estimators (Q3326648) ‎ (← links)
• Missing regressor values under conditions of multicollinearity (Q3326653) ‎ (← links)
• On the admissibility of restricted least squares estimators (Q3347094) ‎ (← links)
• Albert's theorem applied to problems of efficiency and MSE superiority (Q3357366) ‎ (← links)
• On the Restricted Liu Estimator in the Gauss–Markov Model (Q3424190) ‎ (← links)
• Fractional principal components regression: a general approach to biased estimators (Q3471517) ‎ (← links)
• A test of the mean square error criterion for linear admissible estimators (Q3473052) ‎ (← links)
• Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression (Q3473055) ‎ (← links)
• Comparisons among regression estimators under the generalized mean square error criterion (Q3666071) ‎ (← links)
• Mean square error matrix comparisons of estimators in linear regression (Q3725372) ‎ (← links)
• Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators (Q3749918) ‎ (← links)
• Un test para la seleccion entre modelos de regresion lineal con o sin restricciones con fines predictivos (Q3878575) ‎ (← links)
• The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) ‎ (← links)
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*) (Q4054527) ‎ (← links)
• Component selection norms for principal components regression (Q4134726) ‎ (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) ‎ (← links)