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A semiparametric generalized ridge estimator and link with model averaging 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 1-3, 页码: 370-384
作者:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:178/0  |  提交时间:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14  
Testing inequality constraints in a linear regression model with spherically symmetric disturbances 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 6, 页码: 1204-1212
作者:  Zhu Rong;  Zhou Sherry Z F
收藏  |  浏览/下载:132/0  |  提交时间:2021/01/14
SQUARED ERROR LOSS  SAMPLING PERFORMANCE  RESTRICTED ESTIMATOR  HYPOTHESIS  PRETEST  COEFFICIENTS  PARAMETER  VARIANCE  PRICES  Inequality constraint  spherically symmetric distribution  Wald test