EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"matrix mean squared error"
Narrow search

Narrow search

Year of publication
Subject
All
Bayes estimator 1 bias 1 linear restrictions 1 matrix mean squared error 1 model mis-specification 1 regression model 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Giles, David E. 1
Institution
All
Department of Economics, University of Victoria 1
Published in...
All
Econometrics Working Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
Giles, David E. - Department of Economics, University of Victoria - 2010
We consider Bayesian estimation of the coefficients in a linear regression model, using a conjugate prior, when certain additional exact restrictions are placed on these coefficients. The bias and matrix mean squared errors of the Bayes and restricted Bayes estimators are compared when these...
Persistent link: https://www.econbiz.de/10008765118
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...