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Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss

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  • Yancey, T A
  • Judge, G G
  • Bohrer, Robert

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  • Yancey, T A & Judge, G G & Bohrer, Robert, 1989. "Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss," Econometrica, Econometric Society, vol. 57(5), pages 1221-1228, September.
    • Handle: RePEc:ecm:emetrp:v:57:y:1989:i:5:p:1221-28
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    References listed on IDEAS

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    1. Yancey, Thomas A. & Bohrer, Robert & Judge, George G., 1982. "Power function comparisons in inequality hypothesis testing," Economics Letters, Elsevier, vol. 9(2), pages 161-167.
    2. Yancey, T. A. & Judge, G. G. & Bock, M. E., 1981. "Testing multiple equality and inequality hypothesis in economics," Economics Letters, Elsevier, vol. 7(3), pages 249-255.
    3. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
    4. Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R., 1984. "The non-optimality of the inequality restricted estimator under squared error loss," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 165-177.
    5. Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany.
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