THE THEORY OF MIXED ESTIMATION IN ECONOMETRIC MODELING

In the last two decades there has been considerable progress made in the development of alternative estimation techniques to ordinary least squares (OLS) regression. The search for alternative estimators has no doubt been motivated by the observance of erratic OLS estimator behavior in cases where there are too few observations, multicollinearity problems, or simply “information‐poor” data sets. Imprecise and unreliable OLS coefficient estimates have been the result.

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Year of publication:	1986
Authors:	CONWAY, ROGER N. ; MITTELHAMMER, RON C.
Published in:	Studies in Economics and Finance. - MCB UP Ltd, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 10.1986, 1, p. 79-120
Publisher:	MCB UP Ltd

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Type of publication:	Article
Type of publication (narrower categories):	review-article
Language:	English
Other identifiers:	10.1108/eb028665 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10015013755