Preliminary-test estimation in mis-specified regressions

DOI10.1016/0165-1765(86)90197-7MaRDI QIDQ899845zbMATH OpenOpenAlexWikidataFDO

Authors David E. Giles

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90197-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(12)

• The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
• Preliminary-test estimation in a dynamic linear model
• Effects on inference of pretesting the exogeneity of a regressor
• On a simultaneous equations pre-test estimator
• scientific article; zbMATH DE number 3923928 (Why is no real title available?)
• scientific article; zbMATH DE number 4066197 (Why is no real title available?)
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• scientific article; zbMATH DE number 3998981 (Why is no real title available?)
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
• A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted
• Preliminary-test estimation of the standard error of estimate in linear regression
• Preliminary-test estimation of the scale parameter in a mis-specified regression model

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