The statistical implications of pre-test and Stein-rule estimators in econometrics /
Judge, George G.
The statistical implications of pre-test and Stein-rule estimators in econometrics / - Amsterdam ; New York : North-Holland Pub. Co., c1978. - xvi, 340 p. :ill, - Studies in mathematical and managerial economics ; v. 25 .
Includes index.
Includes bibliographical references: p. 331-338.
In this book the authors look within a decision theory context with the statistical consequences of using a range of traditional and non-traditional estimation rules when knowledge of the economic processes and institutions by which the data are generated is incomplete and therefore the economic and statistical sampling models are incorrectly or incompletely known.
072040729X
Econometrics.
Estimation theory.
Monte Carlo method.
HB139 / .J8
658.4'033 / JUD
The statistical implications of pre-test and Stein-rule estimators in econometrics / - Amsterdam ; New York : North-Holland Pub. Co., c1978. - xvi, 340 p. :ill, - Studies in mathematical and managerial economics ; v. 25 .
Includes index.
Includes bibliographical references: p. 331-338.
In this book the authors look within a decision theory context with the statistical consequences of using a range of traditional and non-traditional estimation rules when knowledge of the economic processes and institutions by which the data are generated is incomplete and therefore the economic and statistical sampling models are incorrectly or incompletely known.
072040729X
Econometrics.
Estimation theory.
Monte Carlo method.
HB139 / .J8
658.4'033 / JUD