IDEAS home Printed from https://ideas.repec.org/p/ags/ucbecw/198472.html
   My bibliography  Save this paper

Sampling Performance of Some Joint One-Sided Preliminary Test Estimators Under Square Error Loss

Author

Listed:
  • Yancey, T.A.
  • Judge, G.G.
  • Bohrer, Robert

Abstract

No abstract is available for this item.

Suggested Citation

  • Yancey, T.A. & Judge, G.G. & Bohrer, Robert, 1988. "Sampling Performance of Some Joint One-Sided Preliminary Test Estimators Under Square Error Loss," CUDARE Working Papers 198472, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Handle: RePEc:ags:ucbecw:198472
    DOI: 10.22004/ag.econ.198472
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/198472/files/agecon-cal-462.pdf
    Download Restriction: no

    File URL: https://libkey.io/10.22004/ag.econ.198472?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Yancey, Thomas A. & Bohrer, Robert & Judge, George G., 1982. "Power function comparisons in inequality hypothesis testing," Economics Letters, Elsevier, vol. 9(2), pages 161-167.
    2. Yancey, T. A. & Judge, G. G. & Bock, M. E., 1981. "Testing multiple equality and inequality hypothesis in economics," Economics Letters, Elsevier, vol. 7(3), pages 249-255.
    3. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
    4. Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R., 1984. "The non-optimality of the inequality restricted estimator under squared error loss," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 165-177.
    5. Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Andrews, Donald W. K., 1998. "Hypothesis testing with a restricted parameter space," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
    2. Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany.
    3. Demos, Antonis & Sentana, Enrique, 1998. "Testing for GARCH effects: a one-sided approach," Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June.
    4. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    5. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
    6. Yuichi Kitamura & Jörg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers 36/13, Institute for Fiscal Studies.
    7. Martin Carree & Boris Lokshin & René Belderbos, 2011. "A note on testing for complementarity and substitutability in the case of multiple practices," Journal of Productivity Analysis, Springer, vol. 35(3), pages 263-269, June.
    8. Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
    9. Glass, Anthony J. & Kenjegalieva, Karligash & Weyman-Jones, Thomas, 2020. "The effect of monetary policy on bank competition using the Boone index," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1070-1087.
    10. Wu, Jianhong & Li, Guodong & Xia, Qiang, 2018. "Moment-based tests for random effects in the two-way error component model with unbalanced panels," Economic Modelling, Elsevier, vol. 74(C), pages 61-76.
    11. Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
    12. Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
    13. Abadir, Karim M. & Distaso, Walter, 2007. "Testing joint hypotheses when one of the alternatives is one-sided," Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
    14. Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C., 1993. "The equity premium and the risk-free rate : Matching the moments," Journal of Monetary Economics, Elsevier, vol. 31(1), pages 21-45, February.
    15. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    16. Jiang, Feiyu & Li, Dong & Zhu, Ke, 2020. "Non-standard inference for augmented double autoregressive models with null volatility coefficients," Journal of Econometrics, Elsevier, vol. 215(1), pages 165-183.
    17. repec:dau:papers:123456789/13781 is not listed on IDEAS
    18. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    19. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2015. "Frontier market transaction costs and diversification," Journal of Financial Markets, Elsevier, vol. 24(C), pages 1-24.
    20. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
    21. repec:dau:papers:123456789/1879 is not listed on IDEAS
    22. Hartmann, Philipp, 1998. "Do Reuters spreads reflect currencies' differences in global trading activity?," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 757-784, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ucbecw:198472. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/dabrkus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.