Preliminary-test estimation in mis-specified regressions

DOI10.1016/0165-1765(86)90197-7zbMath1328.62415OpenAlexW2067975422WikidataQ127921959 ScholiaQ127921959MaRDI QIDQ899845

David E. A. Giles

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90197-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Preliminary-test estimation in a dynamic linear model ⋮ Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model ⋮ A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted ⋮ Preliminary-test estimation of the scale parameter in a mis-specified regression model

Cites Work

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