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Properties of shrinkageestimators in linear regression when disturbances are not normal

ULLAH, A.; SRIVASTAVA, V.K.; CHANDRA, R. - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010694879

THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION

Bao, Yong; Abadir, K.M.; Hadri, K.; Abadir, K.M.; Lucas, A. - In: Econometric theory 23 (2007) 5, pp. 1013-1021

Persistent link: https://www.econbiz.de/10007762698

Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing

Carter, R.A.L.; Srivastava, M.S.; Srivastava, V.K.; … - In: Econometric Theory 6 (1990) 01, pp. 63-74

We first present an unbiased estimator of the MSE matrix of the Stein-rule estimator of the coefficient vector in a normal linear regression model. The Steinrule estimator can be used with both its estimated MSE matrix and with the least-squares MSE matrix to form confidence ellipsoids. We...

Persistent link: https://www.econbiz.de/10005250248

Moments of the Function of Non-normal Random Vector with Applications to Econometric Estimators and Test Statistics

Ullah, A.; Srivastava, V.K.; Roy, N. - In: Econometric reviews 14 (1995) 4, pp. 459-472

Persistent link: https://www.econbiz.de/10006935620

The Coefficient of Determination and Its Adjusted Version in Linear Regression Models

Srivastava, A.K.; Srivastava, V.K.; Ullah, A. - In: Econometric reviews 14 (1995) 2, pp. 229-240

Persistent link: https://www.econbiz.de/10006939607

The sampling distribution of shrinkage estimators and theirF-ratios in the regression model

Ullah, A.; Carter, R.A.L.; Srivastava, V.K. - In: Journal of Econometrics 25 (1984) 1-2, pp. 109-122

Persistent link: https://www.econbiz.de/10005285760

"Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality : A unified Approach".

Ullah, A.; Srivastava, V.K. - A. Gary Anderson Graduate School of Management, … - 1991

Persistent link: https://www.econbiz.de/10005619145

"Performance Properties of Classical in Inverse Calibration Estimators".

Srivastava, V.K.; Ullah, A. - A. Gary Anderson Graduate School of Management, … - 1992

Persistent link: https://www.econbiz.de/10005619146

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

Essays in honor of Aman Ullah

González-Rivera, Gloria (ed.); Hill, Rufus Carter (ed.); … - 2016 - First edition

Persistent link: https://www.econbiz.de/10011514592

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