A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators
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Cited by:
- Danilov, D.L. & Magnus, J.R., 2001.
"On the Harm that Pretesting Does,"
Other publications TiSEM
f131c709-4db4-468d-9ae8-9, Tilburg University, School of Economics and Management.
- Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
- Kilian, Lutz & Inoue, Atsushi, 2004.
"Bagging Time Series Models,"
CEPR Discussion Papers
4333, C.E.P.R. Discussion Papers.
- Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
- Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
- Danilov, Dmitry & Magnus, J.R.Jan R., 2004. "On the harm that ignoring pretesting can cause," Journal of Econometrics, Elsevier, vol. 122(1), pages 27-46, September.
- Ulrike Grömping & Sabine Landau, 2010. "Do not adjust coefficients in Shapley value regression," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(2), pages 194-202, March.
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