Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints-Reference-Cited by-同舟云学术

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Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints

Published:1985-09 Issue:3 Volume:29 Page:289-303
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Mittelhammer Ron C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference7 articles.

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

2. On the admissibility of restricted least sqaures estimators;Mittelhammer;Communications in Statistics,1984

3. Mitigating the effects of multicollinearity using exact and stochastic restrictions: Reply;Mittelhammer;American Journal of Agricultural Economics,1981

4. Estimation of parameters in a linear model;Rao;Annals of Statistics,1976

5. Linear statistical inference and its applications;Rao,1973

Cited by 7 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. Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors;Advances in Econometrics;2012-01

2. STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES;Communications in Statistics - Theory and Methods;2001-02-04

3. Biased Prediction of Housing Values;Real Estate Economics;1992-09

4. The Effects of Extrapolation on Minimax Stein-Rule Prediction* *The authors would like to thank Minbo Kim and Shengyi Guo for their valuable research assistance on this research project. The authors received useful comments from Roger Koenker, Mary Ellen Bock and Jim Chalfant. Any errors are, of course, the responsibility of the authors. Fomby is grateful for the partial financial support provided by the Federal Reserve Bank of Dallas while this research was in progress, especially during the summer of 1989. Of course, the opinions expressed herein are those of the authors and should not be attributed to the Federal Reserve Bank of Dallas or the Federal Reserve System.;Readings in Econometric Theory and Practice - A Volume in Honor of George Judge;1992

5. A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model;The American Economist;1991-03

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