Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression

DOI10.1016/0304-4076(73)90004-3MaRDI QIDQ1844524zbMATH OpenOpenAlexFDO

Authors George G. Judge, T. A. Yancey, M. E. Bock

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

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3251903 (Why is no real title available?)
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• Note on the Unbiasedness of a Mixed Regression Estimator
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On the Use of Incomplete Prior Information in Regression Analysis
• Weaker Criteria and Tests for Linear Restrictions in Regression

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