Pages that link to "Item:Q5640579"

The following pages link to Comparison of k-Class Estimators When the Disturbances Are Small (Q5640579):

Displaying 50 items.

• On the consequences of trend for simultaneous equation estimation (Q374884) (← links)
• A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models (Q665067) (← links)
• Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
• Testing the autoregressive parameter with the t statistic (Q761000) (← links)
• On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression (Q899821) (← links)
• Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
• On approximating the minimum risk estimator in linear regression models (Q902632) (← links)
• A note on adaptive generalized ridge regression estimator (Q912547) (← links)
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
• Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system (Q1163307) (← links)
• Decision rules for the choice of structural equations (Q1170000) (← links)
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators (Q1206451) (← links)
• The small-disturbance asymptotic moment matrix of k-class estimates of parameters of different equations in a complete system of simultaneous linear equations (Q1238585) (← links)
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach (Q1255754) (← links)
• Optimal instruments when the disturbances are small (Q1256826) (← links)
• Estimation of restricted regression model when disturbances are not necessarily normal (Q1314686) (← links)
• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case (Q1318991) (← links)
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples (Q1329127) (← links)
• The bias of the ordinary least squares estimator in simultaneous equation models (Q1392157) (← links)
• A modified generalized mixed regression estimator when disturbances are nonnormal (Q1402950) (← links)
• Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773) (← links)
• An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
• The bias of the 2SLS variance estimator (Q1606275) (← links)
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
• Properties of shrinkage estimators in linear regression when disturbances are not normal (Q1838008) (← links)
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• Predictive efficiency of improved estimators in restricted regression models (Q1914743) (← links)
• Recurrence formula for expectations of products of quadratic forms (Q1916175) (← links)
• Some small-sample properties of instrumental-variables estimators of block triangular models (Q1918158) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• The bias of elasticity estimators in linear regression: some analytic results (Q1929829) (← links)
• Mixed regression estimator under inclusion of some superfluous variables (Q1969431) (← links)
• Testing the impossible: identifying exclusion restrictions (Q2227048) (← links)
• A small sigma approach to certain problems in errors-in-variables models (Q2236298) (← links)
• The mean square error of a combined estimator and numerical comparison with the TSLS estimator (Q2265253) (← links)
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
• Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system (Q2266308) (← links)
• Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
• Operational ridge regression estimators under the prediction goal (Q3049693) (← links)
• On a class of shrinkage estimators of vector of regression coefficients the (Q3489179) (← links)
• On a generalized stein estimator of regression coefficients (Q3792086) (← links)
• Some conditions for optimality of the almost unbiased estimators of regression coefficients (Q3795083) (← links)
• Some finite sample properties of generalized ridge regression estimators (Q3899344) (← links)
• A generalized class of shrinkage estimators in linear regression when disturbances are not normal (Q4843703) (← links)
• Concentration of estimators of coefficients in mixed regression model (Q4843892) (← links)
• Moments of the function of non-normal random vector with applications to econometric estimators and test statistics¹ (Q4860429) (← links)
• Comparing approximations to the expectation of a ratio of quadratic forms in normal variables (Q4883728) (← links)
• (Q5102338) (← links)