Maddala, G. S.; Li, Hongyi; Srivastava, V. K. - In: Annals of Economics and Finance 2 (2001) 1, pp. 1-30
The present paper uses small-sigma asymptotics to show that in general the shrinkage estimators have superior properties among the individual least squares estimators, the simple average estimators, the weighted average estimators, estimators obtained by shrinking towards the simple average, and...
