Mean square error matrix superiority of estimators under linear restrictions and misspecification

DOI10.1016/0165-1765(89)90052-9zbMath1328.62452OpenAlexW2009535719MaRDI QIDQ902680

P. Wijekoon, Götz Trenkler

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(89)90052-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (5)

Stochastic restricted biased estimators in misspecified regression model with incomplete prior information ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ Mean square error matrix superiority of estimators under linear restrictions and misspecification ⋮ Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification ⋮ Mixed regression estimator under inclusion of some superfluous variables

Cites Work

• Mixed regression estimator under misspecification
• Mean square error matrix superiority of estimators under linear restrictions and misspecification
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