The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
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DOI: 10.1007/s00362-009-0220-1
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References listed on IDEAS
- Wickens, Michael R, 1972. "A Note on the Use of Proxy Variables," Econometrica, Econometric Society, vol. 40(4), pages 759-761, July.
- Aigner, D. J., 1974. "MSE dominance of least squares with errors-of-observation," Journal of Econometrics, Elsevier, vol. 2(4), pages 365-372, December.
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- Gargi Tyagi & Shalini Chandra, 2017. "A Note on the Performance of Biased Estimators with Autocorrelated Errors," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-12, January.
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Keywords
Iterative Stein-rule estimator; Proxy variable; Stein-rule estimator;All these keywords.
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