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On the sampling distribution of improved estimators for coefficients in linear regression

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  • Ullah, Aman

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  • Ullah, Aman, 1974. "On the sampling distribution of improved estimators for coefficients in linear regression," Journal of Econometrics, Elsevier, vol. 2(2), pages 143-150, July.
    • Handle: RePEc:eee:econom:v:2:y:1974:i:2:p:143-150
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    Cited by:

    1. Zongwu Cai & Ying Fang & Henong Li, 2012. "Weak Instrumental Variables Models for Longitudinal Data," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 361-389.
    2. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
    3. Pesaran, M. Hashem & Yamagata, Takashi, 2012. "Testing CAPM with a Large Number of Assets," IZA Discussion Papers 6469, Institute of Labor Economics (IZA).
    4. Phillips, P.C.B., 1984. "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.
    5. Akio Namba, 2015. "MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 56(2), pages 379-390, May.
    6. Pesaran, M. H. & Yamagata, T., 2012. "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics 1210, Faculty of Economics, University of Cambridge.
    7. John Chao, 2000. "On the Bias and MSE of the IV Estimator Under Weak Identification," Econometric Society World Congress 2000 Contributed Papers 1622, Econometric Society.
    8. Ohtani, Kazuhiro & Kozumi, Hideo, 1996. "The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October.

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