Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach

DOI10.1016/0304-4076(78)90024-6zbMath0402.62082OpenAlexW1563468926MaRDI QIDQ1255754

Arnold Zellner

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90024-6

zbMATH Keywords

EstimationQuadratic LossFunctions of Population MeansLinear Structural Econometric ModelsMinimum Expected Loss ApproachRegression CoefficientsStructural Coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items

Intrinsic Bayesian estimation of linear time series models, Some Recent Developments in Econometric Inference, Why are estimates of agricultural supply response so variable?, Estimation of the mean and the reciprocal of the mean of the inverse Gaussian distribution, Multivariate distributions involving ratios of normal variables, Bayesian and non-Bayesian approaches to statistical inference and decision-making, The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches, A reinterpretation of the tests of overidentifying restrictions, A comparison of estimators for undersized samples, Estimators without moments. The case of the reciprocal of a normal mean, New Bayesian approach to the estimation in simultaneous equations model, On the existence of moments of partially restricted reduced form coefficients, Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach, Bimodal t-ratios: the impact of thick tails on inference, A Bayesian approach to state space multivariate time series modeling, Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function, Maximum entropy and Bayesian approaches to the ratio problem, Optimal portfolio choice: a minimum expected loss approach, Bayesian analysis in econometrics, Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models, Bias reduction in the population size estimation of large data sets, Exact small-sample inference in stationary, fully regular, dynamic demand models, Bayesian analysis of dichotomous quantal response models, Entry and empirical demand and supply analysis for competitive industries, Bayesian and classical approaches to instrumental variable regression, Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
• Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
• Approximations to the Distribution Functions of Theil's k-Class Estimators
• Constraints Often Overlooked in Analyses of Simultaneous Equation Models: A Reply
• Three-Stage Least-Squares and Full Maximum Likelihood Estimates
• Bayesian analysis of a three-component hierarchical design model
• Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
• Comparison of k-Class Estimators When the Disturbances Are Small
• Finite-Sample Properties of the k-Class Estimators