Mean square error tests for restrictions in singular linear models

DOI10.1016/0304-4076(77)90005-7zbMath0367.62093OpenAlexW1972937541MaRDI QIDQ1242423

Burt S. Holland

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90005-7

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items

On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk, Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model

Cites Work

• Some comments on estimation in regression after preliminary tests of significance
• The Statistical Consequences of Preliminary Test Estimators in Regression
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Weaker Criteria and Tests for Linear Restrictions in Regression
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