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Improved estimation of the linear regression model with autocorrelated errors
Chaturvedi, Abha; Tran-van-Hoa; Lal, Ram - 1990
Persistent link: https://www.econbiz.de/10000840804
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Improved estimation of the linear regression model with autocorrelated errors
Chaturvedi, Abha - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 347-352
Persistent link: https://www.econbiz.de/10001144148
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A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
Srivastava, Virendra K. - In: Economics letters 20 (1986) 4, pp. 345-349
Persistent link: https://www.econbiz.de/10001014799
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Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix
Chaturvedi, Abha - In: Economics letters 32 (1990) 3, pp. 225-230
Persistent link: https://www.econbiz.de/10001088841
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Performance of the Stein-rule estimators when the disturbances are misspecified as spherical
Chaturvedi, Abha - In: The economic studies quarterly : the journal of the … 44 (1993) 2, pp. 97-107
Persistent link: https://www.econbiz.de/10001148799
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The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
Tran-van-Hoa - In: Economics letters 4 (1988), pp. 351-356
Persistent link: https://www.econbiz.de/10001060375