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Shrinkage estimation in nonlinear regression : the Box-Cox transformation
Kim, Minbo - In: Journal of econometrics 66 (1995) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001174126
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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Judge, George G. - In: Journal of econometrics 44 (1990) 1
Persistent link: https://www.econbiz.de/10001274636
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An intervention analysis of the war on poverty : poverty's persistence and political-business cycle implications
Fomby, Thomas B. - In: Journal of econometrics 43 (1990) 1, pp. 197-212
Persistent link: https://www.econbiz.de/10001163600
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The risk of general Stein-like estimators in the presence of multicollinearity
Hill, R. C.; Ziemer, R. F. - In: Journal of econometrics 25 (1984) 1/2, pp. 205-216
Persistent link: https://www.econbiz.de/10003577766
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An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
Fomby, Thomas B.; Guilkey, David K. - In: Journal of econometrics 22 (1983) 3, pp. 291-300
Persistent link: https://www.econbiz.de/10002168418
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On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
Fomby, Thomas B.; Guilkey, David K. - In: Journal of econometrics 8 (1978) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10002168471
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Shrinkage estimation in nonlinear regression: The Box-Cox transformation
Kim, Minbo; Carter Hill, R. - In: Journal of econometrics 66 (1995) 1-2, pp. 1-34
Persistent link: https://www.econbiz.de/10006798484