Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
by Kajal Lahiri and Manimoy Paul
| Year of publication: |
1994
|
|---|---|
| Authors: | Lahiri, Kajal ; Paul, Manimoy |
| Institutions: | State University of New York at Albany / Department of Economics (contributor) |
| Publisher: |
Albany, NY : Dep. of Economics, State Univ. of New York at Albany |
| Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Stochastischer Prozess | Stochastic process |
| Extent: | 41 Bl. : graph. Darst |
|---|---|
| Series: | Albany discussion papers. - Albany, NY, ZDB-ID 2613957-1. - Vol. 94,05 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000911324