Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models

DOI10.2307/2286749zbMath0422.62028OpenAlexW4229930271MaRDI QIDQ3855970

Arnold Zellner, Soo-Bin Park

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2286749

zbMATH Keywords

maximum likelihood estimatorsBayes estimatorsfinite sample propertiesratio estimationsimultaneous equations estimationfunctions of parametersminimum expected loss estimatorsstructural coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Bayesian inference (62F15)

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