Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
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Publication:1844524
DOI10.1016/0304-4076(73)90004-3zbMATH Open0283.62059OpenAlexW2064310425MaRDI QIDQ1844524FDOQ1844524
M. E. Bock, T. A. Yancey, George G. Judge
Publication date: 1973
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(73)90004-3
Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Estimation with quadratic loss.
- On the Use of Incomplete Prior Information in Regression Analysis
- Title not available (Why is that?)
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Weaker Criteria and Tests for Linear Restrictions in Regression
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
- Note on the Unbiasedness of a Mixed Regression Estimator
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