A revisit to efficient forecasting in linear regression models
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Publication:1931859
DOI10.1016/j.jmva.2012.07.017zbMath1255.62202OpenAlexW2008112598MaRDI QIDQ1931859
Publication date: 16 January 2013
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.017
Stein-rule estimatorleast squares estimatorminimum risk approachsimultaneous forecastingsmall disturbance asymptotic theory
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