Search Results - subject:"Pre-test estimators"

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional Science and Urban Economics 46 (2014) C, pp. 103-115

properties of the pre-test estimators introduced in Florax et al. (2003), which are based on Lagrange Multiplier (LM) tests … error or lag model the issues arising with the pre-test estimators seem to be lessened. …

Persistent link: https://www.econbiz.de/10010785297

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional science & urban economics 46 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010475664

An application of shrinkage estimation to the nonlinear regression model

Ahmed, S. Ejaz; Nicol, Christopher J. - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3309-3321

Various large sample estimation techniques in a nonlinear regression model are presented. These estimators are based around preliminary tests of significance, and the James–Stein rule. The properties of these estimators are studied when estimating regression coefficients in the multiple...

Persistent link: https://www.econbiz.de/10010617660