Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix
Year of publication: |
1990
|
---|---|
Authors: | Chaturvedi, Abha |
Other Persons: | Shukla, Govind (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 32.1990, 3, p. 225-230
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Performance of the Stein-rule estimators when the disturbances are misspecified as spherical
Chaturvedi, Abha, (1993)
-
Improved estimation in the restricted regression model with non-spherical disturbances
Chaturvedi, Anoop, (1996)
-
Improved estimation in the restricted regression model with non-spherical disturbances
Chaturvedi, Anoop, (1996)
- More ...