On the Use of Incomplete Prior Information in Regression Analysis

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(74)

A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
An alternative stochastic restricted Liu estimator in linear regression
A new stochastic restricted Liu-type estimator in linear regression model
A derivation of the Black-Litterman formula and its symmetry property
A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
Estimation of structural equation models with exact and stochastic prior information
Combining multiple time series predictors: A useful inferential procedure
On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
A Comparison of Mixed and Ridge Estimators of Linear Models
Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
On the compatibility of sample and prior information in the mixed regression model
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
A New Two-Parameter Estimator in Linear Regression
Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
Detection of outliers and influential observations in regression analysis using stochastic prior information
MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
On ridge parameter estimators under stochastic subspace hypothesis
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
A new ridge-type estimator in stochastic restricted linear regression
Bounding posterior means by model criticism
Highest predictive density estimator in regression models
The weighted ridge estimator in stochastic restricted linear measurement error models
Analytical uses of Kalman filtering in econometrics — A survey
Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
An Iterative Linear Prediction Method
Two kinds of weighted biased estimators in stochastic restricted regression model
Once more: optimal experimental design for regression models (with discussion)
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
Mixed Liu estimator in linear measurement error models
The reconstruction of index data in aggregative econometric models
Estimation in Singular Linear Models with Stochastic Linear Restrictions
Stochastic response restrictions
A new stochastic mixed ridge estimator in linear regression model
Robust estimation in restricted linear regression
Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
Influence measures in affine combination type regression
Constrained \(l_ 1\) estimation via geometric programming
Improvement of the Liu Estimator in Weighted Mixed Regression
Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
Linear equality constraints in the general linear mixed model
A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
Factor analysis regression
Recursive estimation in econometrics
Mixed Lasso estimator for stochastic restricted regression models
Using a priori information in regression analysis
Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
Linear restrictions, rank reduction, and biased estimation in linear regression
Estimation of covariance components for random-walk regression parameters
A stochastic restricted principal components regression estimator in the linear model
On a pooled estimator and its finite-sample moments
On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
BAYESIAN ESTIMATION OF T–G RIDGE MODEL
On the use of some extraneous information in the estimation of the coefficients of regression
Stochastic restricted estimation in partially linear additive errors-in-variables models
On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
Robustness of theil's mixed regression estimators
Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model
General instrumental variables estimation under stochastic linear restrictions
Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
The stochastic restricted ridge estimator in generalized linear models
On the equivalence of pooled and mixed estimation
Properties of the mixed regression estimator when disturbances are not necessarily normal
Time series smoothing by penalized least squares
Performance of some stochastic restricted ridge estimator in linear regression model
A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
On the estimation of generalized linear probability model involving discrete random variables
Mixed regression estimator under inclusion of some superfluous variables
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
A new stochastic mixed Liu estimator in linear regression model
Diagnostic measures for the restricted Liu estimator in linear measurement error models
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression

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