On weighted estimation in linear regression in the presence of parameter uncertainty

DOI10.1016/j.econlet.2007.10.006zbMath1255.62195OpenAlexW2169232840MaRDI QIDQ1934824

Judith A. Clarke

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.10.006

zbMATH Keywords

mean squared errorlinear restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30)

Cites Work

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