| Publication | Date of Publication | Type |
|---|
On the Power of the <i>F</i>-test for Hypotheses in a Linear Model
The American Statistician | 2022-11-18 | Paper |
Rejoinder to Harville (2022) and Christensen (2022) Comments on “On the Power of the <i>F</i>-test for Hypotheses in a Linear Model,” by Griffiths and Hill (2022)
The American Statistician | 2022-11-18 | Paper |
The Hausman Test, and Some Alternatives, with Heteroskedastic Data
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Risk characteristics of a Stein-like estimator for the probit regression model
Economics Letters | 2016-01-01 | Paper |
Small sample performance of the Stein-rule in non-orthogonal designs
Economics Letters | 2013-07-26 | Paper |
Imposing parameter inequality restrictions using the principle of maximum entropy
Journal of Statistical Computation and Simulation | 2006-08-28 | Paper |
| Predicting incomplete observations in unbalanced panels: a Kalman filtering\,-\,smoothing ap\-proach | 2006-03-16 | Paper |
Predicting multinomial choices using maximum entropy.
Economics Letters | 2000-01-12 | Paper |
Jackknifing the bootstrap: some monte carlo evidence
Communications in Statistics. Simulation and Computation | 1999-11-14 | Paper |
Bootstrapping estimators for the seemingly unrelated regressions model
Journal of Statistical Computation and Simulation | 1997-09-21 | Paper |
Shrinkage estimation in nonlinear regression: The Box-Cox transformation
Journal of Econometrics | 1995-05-10 | Paper |
| scientific article; zbMATH DE number 233052 (Why is no real title available?) | 1993-07-19 | Paper |
| scientific article; zbMATH DE number 45973 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 42094 (Why is no real title available?) | 1992-09-17 | Paper |
Improved estimation under collinearity and squared error loss
Journal of Multivariate Analysis | 1990-01-01 | Paper |
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Journal of Econometrics | 1990-01-01 | Paper |
Improved prediction in the presence of multicollinearity
Journal of Econometrics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3967770 (Why is no real title available?) | 1984-01-01 | Paper |
Missing regressor values under conditions of multicollinearity
Communications in Statistics: Theory and Methods | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3816886 (Why is no real title available?) | 1980-01-01 | Paper |
Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator
Econometrica | 1979-01-01 | Paper |
| On Testing the Adequacy of a Regression Model | 1978-01-01 | Paper |
Component selection norms for principal components regression
Communications in Statistics: Theory and Methods | 1977-01-01 | Paper |
