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On new variance approximations for linear models with inequality constraints

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  • Paul Knottnerus

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  • Paul Knottnerus, 2016. "On new variance approximations for linear models with inequality constraints," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(1), pages 26-46, February.
    • Handle: RePEc:bla:stanee:v:70:y:2016:i:1:p:26-46
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    File URL: http://hdl.handle.net/10.1111/stan.12072
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    References listed on IDEAS

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    1. Liew, Chong Kiew, 1976. "A Two-Stage Least-Squares Estimation with Inequality Restrictions on Parameters," The Review of Economics and Statistics, MIT Press, vol. 58(2), pages 234-238, May.
    2. Judge, George G. & Yancey, Thomas A., 1981. "Sampling properties of an inequality restricted estimator," Economics Letters, Elsevier, vol. 7(4), pages 327-333.
    3. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-141, April.
    4. Magnus, Jan R & van Tongeren, Jan W & de Vos, Aart F, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-350, September.
    5. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, Decembrie.
    6. John Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
    7. Richard Stone & D. G. Champernowne & J. E. Meade, 1942. "The Precision of National Income Estimates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 9(2), pages 111-125.
    8. C. E. Lemke, 1962. "A Method of Solution for Quadratic Programs," Management Science, INFORMS, vol. 8(4), pages 442-453, July.
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