On the Use of Incomplete Prior Information in Regression Analysis

Cited in

(82)

Properties of the mixed regression estimator when disturbances are not necessarily normal
Bounding posterior means by model criticism
Constrained \(l_ 1\) estimation via geometric programming
On a pooled estimator and its finite-sample moments
Highest predictive density estimator in regression models
Linear restrictions, rank reduction, and biased estimation in linear regression
On the equivalence of pooled and mixed estimation
Combining multiple time series predictors: A useful inferential procedure
Time series smoothing by penalized least squares
Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
Mixed regression estimator under inclusion of some superfluous variables
The stochastic restricted ridge estimator in generalized linear models
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
Two kinds of weighted biased estimators in stochastic restricted regression model
Performance of some stochastic restricted ridge estimator in linear regression model
On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
On the use of some extraneous information in the estimation of the coefficients of regression
On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
On the estimation of generalized linear probability model involving discrete random variables
Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
Linear equality constraints in the general linear mixed model
Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model
General instrumental variables estimation under stochastic linear restrictions
A New Two-Parameter Estimator in Linear Regression
A Comparison of Mixed and Ridge Estimators of Linear Models
BAYESIAN ESTIMATION OF T–G RIDGE MODEL
A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
Once more: optimal experimental design for regression models (with discussion)
Analytical uses of Kalman filtering in econometrics — A survey
Estimation of structural equation models with exact and stochastic prior information
PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
Robustness of theil's mixed regression estimators
MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
On the compatibility of sample and prior information in the mixed regression model
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
A new stochastic mixed ridge estimator in linear regression model
Mixed Liu estimator in linear measurement error models
On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
Using a priori information in regression analysis
Detection of outliers and influential observations in regression analysis using stochastic prior information
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
Robust estimation in restricted linear regression
A new stochastic mixed Liu estimator in linear regression model
Diagnostic measures for the restricted Liu estimator in linear measurement error models
A new stochastic restricted Liu-type estimator in linear regression model
On ridge parameter estimators under stochastic subspace hypothesis
Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
Influence measures in affine combination type regression
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
A new ridge-type estimator in stochastic restricted linear regression
Estimation in Singular Linear Models with Stochastic Linear Restrictions
Improvement of the Liu Estimator in Weighted Mixed Regression
Stochastic response restrictions
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
An Iterative Linear Prediction Method
Mixed Lasso estimator for stochastic restricted regression models
Factor analysis regression
The reconstruction of index data in aggregative econometric models
A derivation of the Black-Litterman formula and its symmetry property
A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
A note on Farebrother’s estimator: a comparative study
Mixed smoothly clipped absolute deviation estimator for stochastic restricted regression models
Principal components regression estimators under biased stochastic linear restrictions
On some weighted mixed ridge regression estimators: theory, simulation and application
Estimation in partially linear additive errors-in-variables model with stochastic linear restrictions
Restricted Liu estimator under stochastic linear restrictions in generalized linear models: theory and applications
Utilizing stochastic prior information for replicated ultrastructural measurement error models in case of multicollinearity
Optimal ridge estimation in the restricted logistic semiparametric regression models using generalized cross-validation
The weighted ridge estimator in stochastic restricted linear measurement error models
Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
Stochastic restricted estimation in partially linear additive errors-in-variables models
An alternative stochastic restricted Liu estimator in linear regression
Estimation of covariance components for random-walk regression parameters
A stochastic restricted principal components regression estimator in the linear model
Recursive estimation in econometrics

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