Stochastic response restrictions

DOI10.1016/J.JMVA.2004.08.006MaRDI QIDQ558058zbMATH OpenOpenAlexFDO

Authors Harry Haupt, Walter Oberhofer

Publication date 30 June 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.08.006

zbMATH Keywords

BLUGauss-Markov theoryStochastic response restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• General instrumental variables estimation under stochastic linear restrictions
• A note on prior information in regression
• On improved estimation under additional information
• Bayesian Econometrics
• Using a priori information in regression analysis

Cites work

• A Note on Regression when There is Extraneous Information about One of the Coefficients
• Best affine unbiased response decomposition
• scientific article; zbMATH DE number 3967770 (Why is no real title available?)
• On the Use of Incomplete Prior Information in Regression Analysis

Cited in

(4)

• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Using a priori information in regression analysis
• Estimation in Singular Linear Models with Stochastic Linear Restrictions
• A matrix approach to determine optimal predictors in a constrained linear mixed model

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