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Principal Component Estimators and Minimum Mean Square Error Criteria in Regression Analysis

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  • Farebrother, R W

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  • Farebrother, R W, 1972. "Principal Component Estimators and Minimum Mean Square Error Criteria in Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 54(3), pages 332-336, August.
    • Handle: RePEc:tpr:restat:v:54:y:1972:i:3:p:332-36
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    Cited by:

    1. Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
    2. Giuseppe Di Vita, 2023. "The economic impact of legislative complexity and corruption: A cross‐country analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1801-1825, April.
    3. W. Mark Crain & Thomas H. Deaton & Robert D. Tollison, 1978. "Macroeconomic Determinants of the Vote in Presidential Elections," Public Finance Review, , vol. 6(4), pages 427-438, October.
    4. John W. Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
    5. R. Carter Hill & S. R. Johnson, 1978. "Principal Components Estimators and Restricted Least Squares—An Alternative Perspective," The American Economist, Sage Publications, vol. 22(2), pages 35-39, October.

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