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Volume 25; Issue 1-2

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Journal of Econometrics
Volume 25; Issue 1-2

Journal of Econometrics

Volume 25; Issue 1-2

1

Editorial Board

Journal:

Journal of Econometrics

Année:

1984

Fichier:

PDF, 21 KB

1984

2

Editor's introduction

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 88 KB

english, 1984

3

Optimal critical regions for pre-test estimators using a Bayes risk criterion

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 742 KB

english, 1984

4

Specification pre-test estimator

C. Gourieroux, A. Trognon

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 563 KB

english, 1984

5

The moments of a pre-test estimator under possible heteroscedasticity

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 257 KB

english, 1984

6

The statistical implications of preliminary specification error testing

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 546 KB

english, 1984

7

Avoiding model selection by the use of shrinkage techniques

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 901 KB

english, 1984

8

Bayesian input in Stein estimation and a new minimax empirical Bayes estimator

J. Berger, L.M. Berliner

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 1.17 MB

english, 1984

9

The exact distribution of the Stein-rule estimator

P.C.B. Phillips

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 406 KB

english, 1984

10

Restricted least squares, pre-test, ols and stein rule estimators: Risk comparisons under model misspecification

R.C. Mittelhammer

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 797 KB

english, 1984

11

On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 88 KB

english, 1984

12

Some theoretical results for generalized ridge regression estimators

C. Fourgeaud, C. Gourieroux, J. Pradel

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 579 KB

english, 1984

13

The risk of general Stein-like estimators in the presence of multicollinearity

R.C. Hill, R.F. Ziemer

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 757 KB

english, 1984

14

A simple form for the inverse moments of non-central χ2 andF random variables and certain confluent hypergeometric functions

M.E. Bock, G.G. Judge, T.A. Yancey

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 711 KB

english, 1984

15

Algorithms for numerical evaluation of Stein-like and limited-translation estimators

R. Bohrer, T.A. Yancey

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 311 KB

english, 1984

16

Autocorrelation pre-testing in the linear model: Estimation, testing and prediction

M.L. King, D.E.A. Giles

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 920 KB

english, 1984

17

The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors

W.E. Griffiths, P.A.A. Beesley

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 806 KB

english, 1984

18

The sampling distribution of shrinkage estimators and theirF-ratios in the regression model

A. Ullah, R.A.L. Carter, V.K. Srivastava

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 778 KB

english, 1984

19

Some improved estimators in the case of possible heteroscedasticity

T.A. Yancey, G.G. Judge, S. Miyazaki

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 831 KB

english, 1984

20

The non-optimality of the inequality restricted estimator under squared error loss

G.G. Judge, T.A. Yancey, M.E. Bock, R. Bohrer

Journal:

Journal of Econometrics

Année:

1984

Langue:

english

Fichier:

PDF, 478 KB

english, 1984