The risk of general Stein-like estimators in the presence of multicollinearity
Year of publication: |
1984
|
---|---|
Authors: | Hill, R. C. ; Ziemer, R. F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 25.1984, 1/2, p. 205-216
|
Subject: | Statistik | Schätzmethodik und Testmethodik | Korrelation und Regression |
-
The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C., (1987)
-
Estimation of disequilibrium models with autocorrelated disturbances
Bhaskara Rao, Buddhavarapu, (1987)
-
An exogeneity test for the simultaneous equation Tobit model with an application to labour supply
Smith, Richard, (1983)
- More ...
-
Learning and practicing econometrics
Griffiths, William E., (1993)
-
A Comparison of Bayesian and Sampling Theory Inferences in a Probit Model
Griffiths, W. E., (2006)
-
A MIMIC approach to the estimation of the supply and demand for construction materials in the US
Rambaldi, Alicia N., (1993)
- More ...