| Publication | Date of Publication | Type |
|---|
PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
MSE performance of the weighted average estimators consisting of shrinkage estimators
Communications in Statistics: Theory and Methods | 2018-05-02 | Paper |
A gradual switching regression model with a flexible transition path
Economics Letters | 2017-11-09 | Paper |
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
Economics Letters | 2017-11-09 | Paper |
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
Economics Letters | 2016-01-01 | Paper |
A gradual switching regression model with autocorrelated errors
Economics Letters | 2016-01-01 | Paper |
Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
Economics Letters | 2016-01-01 | Paper |
A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
Economics Letters | 2016-01-01 | Paper |
A note on the Wald, LR and LM tests and misspecification
Economics Letters | 2013-10-24 | Paper |
A note on the use of a proxy variable in testing hypothesis
Economics Letters | 2013-10-24 | Paper |
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
Economics Letters | 2013-10-24 | Paper |
A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
Economics Letters | 2013-10-24 | Paper |
On the use of a proxy variable in the test for homoscedasticity
Economics Letters | 2013-10-24 | Paper |
Bounds of the F-ratio incorporating the ordinary ridge regression estimator
Economics Letters | 2013-10-24 | Paper |
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
Economics Letters | 2013-07-26 | Paper |
MSE performance of a heterogeneous pre-test ridge regression estimator
Communications in Statistics: Theory and Methods | 2012-10-31 | Paper |
Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
Journal of Statistical Computation and Simulation | 2010-05-26 | Paper |
Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
Statistical Papers | 2009-06-02 | Paper |
Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
Statistical Papers | 2006-11-15 | Paper |
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
Statistics & Probability Letters | 2006-06-16 | Paper |
Further results on optimal critical values of pre‐test when estimating the regression error variance
Econometrics Journal | 2006-05-26 | Paper |
Exact Distributions of <i>R<sup>2</sup></i> and Adjusted <i>R<sup>2</sup></i> in a Linear Regression Model with Multivariate <i>t</i> Error Terms
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-04 | Paper |
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
Econometric Reviews | 2004-09-21 | Paper |
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
Statistics & Probability Letters | 2003-05-07 | Paper |
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
Statistics & Probability Letters | 2002-06-30 | Paper |
Minimum mean-squared error estimation in linear regression with an inequality constraint
Journal of Statistical Planning and Inference | 2000-12-14 | Paper |
Pre-test double \(k\)-class estimators in linear regression
Journal of Statistical Planning and Inference | 2000-11-20 | Paper |
Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
Journal of Statistical Computation and Simulation | 2000-07-17 | Paper |
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
Test | 2000-05-08 | Paper |
MSE performance of a heterogeneous pre-test estimator
Statistics & Probability Letters | 2000-04-06 | Paper |
Inadmissibility of the Stein-rule estimator under the balanced loss function
Journal of Econometrics | 2000-04-02 | Paper |
On the Sampling Performance of an Improved Stein Inequality Restricted Estimator
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 1999-06-03 | Paper |
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Statistical Papers | 1999-05-09 | Paper |
Minimum mean squared error estimation of each individual coefficient in a linear regression model
Journal of Statistical Planning and Inference | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 1136508 (Why is no real title available?) | 1998-05-03 | Paper |
The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
Statistical Papers | 1998-04-02 | Paper |
The exact risks of some pre-test and stein-type regression estimators umder balanced loss
Communications in Statistics: Theory and Methods | 1998-02-17 | Paper |
Exact small sample properties of an operational variant of the minimum mean squared error estimator
Communications in Statistics: Theory and Methods | 1997-11-05 | Paper |
The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Statistical Papers | 1997-10-26 | Paper |
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
Econometric Reviews | 1997-09-17 | Paper |
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
Statistics & Probability Letters | 1997-04-27 | Paper |
On an adjustment of degrees of freedom in the minimim mean squared error ertimator
Communications in Statistics: Theory and Methods | 1997-03-20 | Paper |
The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
Journal of Econometrics | 1997-01-07 | Paper |
The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
Distribution and density functions of the feasible generalized ridge regression estimator
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
The exact distribution and density functions of the stein-type estimator for normal variance
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
Journal of Econometrics | 1993-07-18 | Paper |
Estimation of the variance in a normal population after the one-sided pre-test for the mean
Communications in Statistics: Theory and Methods | 1991-01-01 | Paper |
Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
On estimating the common mean in two normal distributions after a preliminary test for equality of variances
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3998981 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4062400 (Why is no real title available?) | 1987-01-01 | Paper |
Some sampling properties of the two-stage test in a linear regression with a proxy variable
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
On pooling disturbance variances when the goal is testing restrictions on regression coefficients
Journal of Econometrics | 1987-01-01 | Paper |
On small sample properties of the almost unbiased generalized ridge estimator
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
International Economic Review | 1985-01-01 | Paper |
Bayesian estimation of the switching regression model with autocorrelated errors
Journal of Econometrics | 1982-01-01 | Paper |
Estimation of regression coefficients after a preliminary test for homoscedasticity
Journal of Econometrics | 1980-01-01 | Paper |
