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Properties of shrinkage estimators in linear regression when disturbances are not normal

Ullah, A.; Srivastava, V. K.; Chandra, R. - In: Journal of Econometrics 21 (1983) 3, pp. 389-402

Persistent link: https://www.econbiz.de/10005285551

Asymptotic distribution of least squares estimator and a test statistic in linear regression models

Srivastava, M. S.; Srivastava, V. K. - In: Economics Letters 21 (1986) 2, pp. 173-176

Persistent link: https://www.econbiz.de/10005361992

Estimation of seemingly unrelated regression equations : A brief survey

Srivastava, V. K.; Dwivedi, T. D. - In: Journal of Econometrics 10 (1979) 1, pp. 15-32

Persistent link: https://www.econbiz.de/10005122816

Optimality of least squares in the seemingly unrelated regression equation model

Dwivedi, T. D.; Srivastava, V. K. - In: Journal of Econometrics 7 (1978) 3, pp. 391-395

Persistent link: https://www.econbiz.de/10005285319

Exact finite sample properties of double k-class estimators in simultaneous equations

Dwivedi, T. D.; Srivastava, V. K. - In: Journal of Econometrics 25 (1984) 3, pp. 263-283

Persistent link: https://www.econbiz.de/10005285447

A note on moments of k-class estimators for negative k

Srivastava, V. K.; Srivastava, A. K. - In: Journal of Econometrics 21 (1983) 2, pp. 257-260

Persistent link: https://www.econbiz.de/10005285624

The efficiency of an improved method of estimating seemingly unrelated regression equations

Srivastava, V. K. - In: Journal of Econometrics 1 (1973) 4, pp. 341-350

Persistent link: https://www.econbiz.de/10005285725

Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances

Srivastava, V. K.; Maekawa, Koichi - In: Journal of Econometrics 66 (1995) 1-2, pp. 99-121

Persistent link: https://www.econbiz.de/10005228770

The second-order bias and mean squared error of nonlinear estimators

Rilstone, Paul; Srivastava, V. K.; Ullah, Aman - In: Journal of Econometrics 75 (1996) 2, pp. 369-395

Persistent link: https://www.econbiz.de/10005239049

Selecting a double k-class estimator for regression coefficients

Carter, R. A. L.; Srivastava, V. K.; Chaturvedi, A. - In: Statistics & Probability Letters 18 (1993) 5, pp. 363-371

This paper considers the choice of scalars characterizing the double k-class estimators of the coefficients in a linear regression model. We demonstrate the existence of a double k-class estimator that dominates the least squares and Stein-rule estimators and we give feasible values for the...

Persistent link: https://www.econbiz.de/10005254194