On comparing restricted least squares estimators
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Publication:1152924
DOI10.1016/0304-4076(81)90102-0zbMath0462.62048OpenAlexW2044055527MaRDI QIDQ1152924
David K. Guilkey, J. Michael Price
Publication date: 1981
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(81)90102-0
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Pre-test estimation in the linear regression model with competing restrictions ⋮ Application of Stein-type estimation in combining regression estimates from replicated experiments ⋮ Mean square error matrix comparisons of estimators in linear regression ⋮ SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Contamination in linear regression models and its influence on estimators ⋮ On least squares estimation with a particular linear function of the dependent variable ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function ⋮ A new look at the relationship between time-series and structural econometric models ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Comparisons among regression estimators under the generalized mean square error criterion
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