APPLICATION OF PRE-TEST AND STEIN ESTIMATORS TO ECONOMIC DATA

被引：13

作者：

AIGNER, DJ

JUDGE, GG

机构：

[1] UNIV SO CALIF,LOS ANGELES,CA 90007

[2] UNIV ILLINOIS,URBANA,IL 61801

来源：

ECONOMETRICA | 1977年 / 45卷 / 05期

关键词：

D O I：

10.2307/1914073

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1279 / 1288

页数：10

共 20 条

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[13] NON-OPTIMALITY OF PRELIMINARY-TEST ESTIMATORS FOR MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].

SCLOVE, SL ;

RADHAKRI.R ;

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[14]

STRAWDERMAN WE, UNPUBLISHED PAPER

[15] A TEST OF MEAN SQUARE ERROR CRITERION FOR RESTRICTIONS IN LINEAR REGRESSION [J].

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[16]

Ullah A., 1974, J ECONOMETRICS, V2, P143

[17] TABLES FOR MEAN SQUARE ERROR TEST FOR EXACT LINEAR RESTRICTIONS IN REGRESSION [J].

WALLACE, TD ;

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[18]

WEISS LW, 1974, C INDUSTRIAL CONCENT

[19]

ZELLNER A, 1975, STUDIES BAYESIAN ECO

[20]

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