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Persistent link: https://www.econbiz.de/10001692432
unconditional moments of the pretest estimator, taking full account of the fact that model selection and estimation are an …
Persistent link: https://www.econbiz.de/10011090601
We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...
Persistent link: https://www.econbiz.de/10011091541