˜Theœ statistical implications of pre-test and Stein-rule estimators in econometrics

von Judge, George G.
Veröffentlicht 1978

Biased estimation

von Judge, G. G.
Veröffentlicht in Handbook of econometrics ; Vol. 1 (1983)

A comparison of traditional and Stein-rule estimators under weighted squared errors loss

von Judge, George G.
Veröffentlicht in International economic review (1976)

Biased estimation

von Judge, George G.
Veröffentlicht in Handbook of econometrics ; Vol. 1 (1992)

Some comments on estimation in regression after preliminary tests of significance

von Bock, M. E.
Veröffentlicht in Journal of econometrics (1973)

Wallace's weak mean square error criterion for testing linear restrictions in regressions, a tighter bound

von Yancey, T. A.
Veröffentlicht in Econometrica (1973)

Post data model evaluation

von Judge, G. G.
Veröffentlicht in The review of economics and statistics (1974)

A simple form for the inverse moments of non-central x2 and F random variables and certain confluent hypergeometric functions

von Bock, M. E.
Veröffentlicht in Journal of econometrics (1984)

Properties of estimators after preliminary tests of signifiance when stochastic restrictions are used in regression

von Judge, G. G.
Veröffentlicht in Journal of econometrics (1973)

An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss

von Judge, George G.
Veröffentlicht in Contributions to econometric methodology in honor of T. W. Anderson

Testing multiple equality and inequality hypothesis in economics

von Yancey, T. A.
Veröffentlicht in Economics letters (1981)