Superiority comparisons of heterogeneous linear estimators

DOI10.1080/03610928608829185zbMath0625.62017OpenAlexW1969301770MaRDI QIDQ3028084

Timo Teravirta

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829185

zbMATH Keywords

ridge regressiondegree of polynomialproxy variablesbiased estimationrestricted least squares estimatorscorrect length of lagnested sequence of hypothesespolynomial distributed lag modelssuperiority criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Linear inference, regression (62J99)

Related Items (4)

Pre-test estimation in the linear regression model with competing restrictions ⋮ A test of the mean square error criterion for linear admissible estimators ⋮ Superiority comparisons between mixed regression estimators ⋮ Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators

Cites Work

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