| Publication | Date of Publication | Type |
|---|
A minimum mean squared error semiparametric combining estimator
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
A risk superior semiparametric estimator for overidentified linear models
Advances in Econometrics | 2020-11-10 | Paper |
A family of empirical likelihood functions and estimators for the binary response model
Journal of Econometrics | 2016-08-12 | Paper |
Estimation and inference in the case of competing sets of estimating equations
Journal of Econometrics | 2016-05-09 | Paper |
Combining estimators to improve structural model estimation and inference under quadratic loss
Journal of Econometrics | 2016-04-01 | Paper |
Statistical model selection criteria
Economics Letters | 2016-01-01 | Paper |
On extracting probability distribution information from time series
Entropy | 2014-09-08 | Paper |
Implications of the Cressie-Read family of additive divergences for information recovery
Entropy | 2014-09-08 | Paper |
Fellow's opinion corner: econometric information recovery
Journal of Econometrics | 2014-04-04 | Paper |
Pre-test estimation under squared error loss
Economics Letters | 2013-10-24 | Paper |
The sampling performance of pre-test estimators of the scale parameter under squared error loss
Economics Letters | 2013-10-24 | Paper |
On assessing the precision of Stein's estimator
Economics Letters | 2013-10-24 | Paper |
Information theoretic solutions for correlated bivariate processes
Economics Letters | 2013-01-28 | Paper |
| An information theoretic approach to econometrics | 2012-04-18 | Paper |
Entropy: the Markov ordering approach
Entropy | 2012-01-09 | Paper |
Stigler's approach to recovering the distribution of first significant digits in natural data sets
Statistics & Probability Letters | 2010-01-08 | Paper |
| Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods | 2007-10-09 | Paper |
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
Journal of the American Statistical Association | 2007-08-20 | Paper |
Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems
Journal of the American Statistical Association | 2004-06-10 | Paper |
Generalized moment based estimation and inference
Journal of Econometrics | 2003-02-17 | Paper |
| scientific article; zbMATH DE number 1551462 (Why is no real title available?) | 2001-01-15 | Paper |
Estimation and inference with censored and ordered multinomial response data
Journal of Econometrics | 1999-04-22 | Paper |
| scientific article; zbMATH DE number 1082203 (Why is no real title available?) | 1997-11-02 | Paper |
A Maximum Entropy Approach to Recovering Information From Multinomial Response Data
Journal of the American Statistical Association | 1997-09-09 | Paper |
A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Recovering information in the case of underdetermined problems and incomplete economic data
Journal of Statistical Planning and Inference | 1996-07-17 | Paper |
Some statistical implications of multivariate inequality constrained testing
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
| scientific article; zbMATH DE number 45973 (Why is no real title available?) | 1992-09-17 | Paper |
Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
Journal of Econometrics | 1991-01-01 | 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 |
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss
Econometrica | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4199349 (Why is no real title available?) | 1988-01-01 | Paper |
Improved prediction in the presence of multicollinearity
Journal of Econometrics | 1987-01-01 | Paper |
The extended Stein procedure for simultaneous model selection and parameter estimation
Journal of Econometrics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4076418 (Why is no real title available?) | 1986-01-01 | Paper |
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
Journal of Econometrics | 1984-01-01 | Paper |
The non-optimality of the inequality restricted estimator under squared error loss
Journal of Econometrics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3917521 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3816886 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3614055 (Why is no real title available?) | 1978-01-01 | Paper |
| On Testing the Adequacy of a Regression Model | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3624675 (Why is no real title available?) | 1977-01-01 | Paper |
Application of Pre-Test and Stein Estimators to Economic Data
Econometrica | 1977-01-01 | Paper |
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
Journal of Econometrics | 1976-01-01 | Paper |
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss
International Economic Review | 1976-01-01 | Paper |
A mean square error test when stochastic restrictions are used in regression
Communications in Statistics | 1974-01-01 | Paper |
| The Statistical Consequences of Preliminary Test Estimators in Regression | 1973-01-01 | Paper |
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
Econometrica | 1973-01-01 | Paper |
Some comments on estimation in regression after preliminary tests of significance
Journal of Econometrics | 1973-01-01 | Paper |
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
Journal of Econometrics | 1973-01-01 | Paper |
ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN
Metroeconomica | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3318337 (Why is no real title available?) | 1970-01-01 | Paper |
A Sampling Study of the Properties of Estimators of Transition Probabilities
Management Science | 1969-01-01 | Paper |
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
Metroeconomica | 1969-01-01 | Paper |
| Maximum Likelihood and Bayesian Estimation of Transition Probabilities | 1968-01-01 | Paper |
