Preliminary-test estimation in a dynamic linear model
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Publication:1327877
DOI10.1016/0165-1765(93)00317-HzbMath0800.62786OpenAlexW1977498846MaRDI QIDQ1327877
Matthew C. Cunneen, David E. A. Giles
Publication date: 3 July 1994
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(93)00317-h
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)
Cites Work
- Preliminary-test estimation in mis-specified regressions
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods
- Pre-testing in a mis-specified regression model
- Optimal significance levels of prior tests in the presence of multicollinearity
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