The expected ridge and shrinkage of the maximum entropy variance under normality
Year of publication: |
1980
|
---|---|
Authors: | Haque, Nadeem ul ; Meisner, James F. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 5.1980, 3, p. 241-244
|
Subject: | Ökonometrik Schätzung |
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