Improved estimates and forecasts of error correction models in economics

DOI10.1016/0165-1765(94)00489-7zbMath0875.62590OpenAlexW1999807713MaRDI QIDQ5894556

Tran Van Hoa

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00489-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

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• The inadmissibility of the Stein estimator in normal multiple regression equations
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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