A note on the Stein rule estimator in a misspecified model (Q1387216)

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scientific article; zbMATH DE number 1158282
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    A note on the Stein rule estimator in a misspecified model
    scientific article; zbMATH DE number 1158282

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      A note on the Stein rule estimator in a misspecified model (English)
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      2 December 1998
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      adaptive expectations model
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      OLS estimator
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      model misspecification
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      quadratic loss
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