| Publication | Date of Publication | Type |
|---|
| PMSE performance of two different types of preliminary test estimators under a multivariate t error term | 2022-05-17 | Paper |
| MSE performance of the weighted average estimators consisting of shrinkage estimators | 2018-05-02 | Paper |
| A gradual switching regression model with a flexible transition path | 2017-11-09 | Paper |
| An exact test for linear restrictions in seemingly unrelated regressions with the same regressors | 2017-11-09 | Paper |
| Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression | 2016-01-01 | Paper |
| A gradual switching regression model with autocorrelated errors | 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 | 2016-01-01 | Paper |
| A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator | 2016-01-01 | Paper |
| A note on the Wald, LR and LM tests and misspecification | 2013-10-24 | Paper |
| A note on the use of a proxy variable in testing hypothesis | 2013-10-24 | Paper |
| Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance | 2013-10-24 | Paper |
| A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties | 2013-10-24 | Paper |
| On the use of a proxy variable in the test for homoscedasticity | 2013-10-24 | Paper |
| Bounds of the F-ratio incorporating the ordinary ridge regression estimator | 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 | 2013-07-26 | Paper |
| MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator | 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 | 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 | 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 | 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 | 2006-06-16 | Paper |
| Further results on optimal critical values of pre‐test when estimating the regression error variance | 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 | 2005-04-04 | Paper |
| ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION | 2004-09-21 | Paper |
| Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. | 2003-05-07 | Paper |
| MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression | 2002-06-30 | Paper |
| Minimum mean-squared error estimation in linear regression with an inequality constraint | 2000-12-14 | Paper |
| Pre-test double \(k\)-class estimators in linear regression | 2000-11-20 | Paper |
| Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted | 2000-07-17 | Paper |
| An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression | 2000-05-08 | Paper |
| MSE performance of a heterogeneous pre-test estimator | 2000-04-06 | Paper |
| Inadmissibility of the Stein-rule estimator under the balanced loss function | 2000-04-02 | Paper |
| On the Sampling Performance of an Improved Stein Inequality Restricted Estimator | 1999-06-03 | Paper |
| Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function | 1999-05-09 | Paper |
| Minimum mean squared error estimation of each individual coefficient in a linear regression model | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381667 | 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 | 1998-04-02 | Paper |
| The exact risks of some pre-test and stein-type regression estimators umder balanced loss | 1998-02-17 | Paper |
| Exact small sample properties of an operational variant of the minimum mean squared error estimator | 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 | 1997-10-26 | Paper |
| The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function | 1997-09-17 | Paper |
| Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model | 1997-04-27 | Paper |
| On an adjustment of degrees of freedom in the minimim mean squared error ertimator | 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. | 1997-01-07 | Paper |
| The general expressions for the moments of lawless and wang's ordinary ridge regression estimator | 1995-08-17 | Paper |
| Distribution and density functions of the feasible generalized ridge regression estimator | 1994-01-31 | Paper |
| The exact distribution and density functions of the stein-type estimator for normal variance | 1994-01-31 | Paper |
| Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances | 1993-07-18 | Paper |
| Estimation of the variance in a normal population after the one-sided pre-test for the mean | 1991-01-01 | Paper |
| Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression | 1988-01-01 | Paper |
| On estimating the common mean in two normal distributions after a preliminary test for equality of variances | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725495 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796576 | 1987-01-01 | Paper |
| Some sampling properties of the two-stage test in a linear regression with a proxy variable | 1987-01-01 | Paper |
| On pooling disturbance variances when the goal is testing restrictions on regression coefficients | 1987-01-01 | Paper |
| On small sample properties of the almost unbiased generalized ridge estimator | 1986-01-01 | Paper |
| Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity | 1985-01-01 | Paper |
| Bayesian estimation of the switching regression model with autocorrelated errors | 1982-01-01 | Paper |
| Estimation of regression coefficients after a preliminary test for homoscedasticity | 1980-01-01 | Paper |
