RESTRICTED LEAST-SQUARES, PRE-TEST, OLS AND STEIN RULE ESTIMATORS - RISK COMPARISONS UNDER MODEL MISSPECIFICATION

被引：29

|

作者：

MITTELHAMMER, RC

机构：

来源：

JOURNAL OF ECONOMETRICS | 1984年 / 25卷 / 1-2期

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D O I：

10.1016/0304-4076(84)90043-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：151 / 164

页数：14

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[8] MEAN-SQUARE ERROR MATRIX COMPARISONS AMONG RESTRICTED LEAST-SQUARES ESTIMATORS
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