Specification pre-test estimator-Reference-Cited by-同舟云学术

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Specification pre-test estimator

Published:1984-05 Issue:1-2 Volume:25 Page:15-27
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Gourieroux C.,Trognon A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference5 articles.

1. Specification pre-test estimator;Gourieroux;I.N.S.E.E.-E.N.S.A.E. discussion paper no. 8101,1981

2. Specification tests in econometrics;Hausman;Econometrica,1978

3. A generalized specification test;Hausman;Economics Letters,1981

4. A remark on Hausman's specification test;Holly;Econometrica,1982

5. The statistical implications of pre-test and Stein-rule estimators in econometrics;Judge,1978

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A class of general pretest estimators for the univariate normal mean;Communications in Statistics - Theory and Methods;2021-08-08

2. On a simultaneous equations pre-test estimator;Journal of Econometrics;1995-08

3. A Variance Comparison of OLS and Feasible GLS Estimators;Econometric Theory;1988-08

4. INFERENCE BASED ON CONDITIONAL SPECIFICATION - A 2ND BIBLIOGRAPHY;COMMUN STAT THEORY;1988

5. Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators;Communications in Statistics - Theory and Methods;1987-01

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