Feasible minimax estimators in the simultaneous equations model under partial restrictions

DOI10.1016/0378-3758(95)00056-9zbMath0848.62063OpenAlexW1993095755MaRDI QIDQ1918160

Bernhard Schipp, Helge Toutenbourg

Publication date: 27 October 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00056-9

zbMATH Keywords

consistencysingle equationsimultaneous equations modelapproximate minimax estimatorspartial constraints

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Partial Minimax Estimation in Regression Analysis
• Bayesian Econometrics
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