Restricted least squares, pre-test, ols and stein rule estimators
- 1 May 1984
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 25 (1-2) , 151-164
- https://doi.org/10.1016/0304-4076(84)90043-5
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the Use of a Regret Function to Set Significance Points in Prior Tests of EstimationJournal of the American Statistical Association, 1976
- A Test of the Mean Square Error Criterion for Restrictions in Linear RegressionJournal of the American Statistical Association, 1968