A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators
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Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 64 (1982)
Issue (Month): 1 (February)
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- 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.
- Inoue, Atsushi & Kilian, Lutz, 2004.
"Bagging Time Series Models,"
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- Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
- Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
- Danilov, D.L., 2003. "The Effects of Pretesting in Econometrics with Applications in Finance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91885, Tilburg University.
- Inoue, Atsushi & Kilian, Lutz, 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.
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